I think if you're going to Jamaica (we are) then it's best to book through Carnival so you stay with your group. I've read postings where Jamaican excursions are reasonable through the cruise line and it's much more convenient and safe. I don't mean you'll get knifed, but it appears the hassling can be very aggressive. My sister was even grabbed by the arm in the back of a store and was pressure to buy something in order to leave.
In Grand Cayman, we plan on doing the excursions totally on our own for a more personal, smaller group experience, since safety isn't as big a concern there.
Using Travelocity was fine for one reason: I think they got me a better deal on the air fare than I could have got on my own. I guess that alone was worth the 20 buck fee.