We almost always book independent because we like not having a bus load of people where the fastest you can move is dictated by the slowest person on that tour.
Also, my usual rule of thumb is if it entails more than 2 modes of transportation to get to a place, I'll book direct with the cruiseline. For example, to go to Tulum from Cozumel, you'll need 3 modes (taxi, ferry, taxi/bus) to get there. Whereas the Celebrity tour uses a ferry that departs right from the dock where the ship is.
There are some excursions you have to book through the ship, like some trains.