I have done both ship sponsored excursions and booked some once I walked off the ship. There are deals to be had. I'm familiar with the one that @firefly333 mentioned. You can take a bus to Mendenhall Glacier and view it, the falls and the nature center all on your own for a very inexpensive price. If I remember correctly, it was $20 for the return trip. Stunning views and a comfortable walk around the lake to the falls. Just walk off the ship and look for the kiosk selling tickets to Mendenhall Glacier.
Another option in Juneau is the Mt Roberts Tramway. Easy and inexpensive to do on your own.
Also, as someone else mentioned Sitka. It has a few inexpensive options as well. After getting off the complimentary shuttle you can walk to National Park and Salmon Hatchery. A lot of nice sights there and a great outdoor experience.
ISP has very little to offer if you don't book a cruise line excursion.
Ketchikan we only wandered the town and shopped. It's a nice spot to do that if you want to save money of excursions.
Skagway, I have only done ship sponsored excursions so I can't help you there.