In Ketchikan we've done seaplanes with Island Wings 3x (twice to - successfully - see bears at Anan Creek and Traitor's Cove - and once Misty Fjord Sightseeing). Awesome company and excursions.
In Juneau we went whale-watching twice and did a Pilot's Choice double glacier landing with Temsco Helicopters. Very cool to walk on the glaciers. We've also gone up the Tramway which provides great views over the town and beyond. We stopped at Red Dog Saloon for lunch.
In Sitka we walked around on our own and went to the Raptor Center, Sitka National Historical Park/Totem Park, St. Michael's Orthodox Cathedral, and had a reindeer hot dog.
In Skagway we did the dog-sledding/glacier excursion with Temsco Helicopters and twice we rented a car and using Murray's Guide to the South Klondike Highway drove to Emerald Lake. (Google for the guide which lists things to see/do by mile marker. Some of the places we stopped at along the way - Tutshi to see the Sled Dogs(puppies), Yukon Suspension Bridge, and the Welcome to Alaska highway sign.) Be sure to bring a passport for when you cross into Canada.
We always had an amazing time and had time to walk through the town (Ketchikan has totem poles and Creek Street, Juneau has the tram for great views, etc.) - and there's plenty of shopping although most stores in each port and from port to port are very similar.
We booked everything on our own - nothing through the cruise line. Whatever you do, you'll have a blast!