Windstar shore Excursions -- Prebook??

We will be taking our first Windstar Cruise in June (Mediterranean, "Glitter & Glam" itinerary) and are interested in shore excursions. There are a number of excursions offered through Windstar at each port, & the Windstar rep recommended booking these in advance to ensure availability. Many are quite costly and I was wondering what others have experienced (e.g. pre-book? book once on board? alternatives to Windstar excursions?). All suggestions/advice/recommendations are welcome. Thanks!!

SME123, welcome to Cruise Critic! You will find lots of discussion on the Windstar Cruises forum: http://boards.cruisecritic.com/forumdisplay.php?f=159, and additional shore excursion info on the Eastern & Western Mediterranean forum as well: http://boards.cruisecritic.com/forumdisplay.php?f=19. :)

We pre-booked ours, and booked 1 once onboard.

Many are quite popular and possibly sell out, though I don't recall specifics.

Pre-booking is usually easiest if you are certain of excursions you want to take.