We’ve been to all of those ports. We’ve done both cruise line as well as Viator in Naples, cruise line in Ephesus, independent in Mykonos, and boat transfer to Oia in Santorini.
In Naples, I recommend sticking with a cruise line tour because there can be bad traffic to/from the Amalfi Coast. The time we used Viator, the tour was great, but we came way too close to missing the ship because the driver was focused more on the return time of the other ship in port and forgot ours. The food in Sorrento and really anywhere on the Amalfi Coast is out of this world!
Ephesus is a pretty long drive out of the city, but I’d say it’d all come down to what you want to accomplish touring Ephesus. If you want a personalized tour, go private. If you just want to tour it in general, a group tour would be fine.
Mykonos would be a prime beach day. The water is perrrrfect! It’s also a very walkable place. You must eat lunch there; the food is so fresh and delicious!
Santorini is easily done on your own. You can buy boat transfer tickets right at the dock to get to Oia, and then they bus you back to Fira to explore. The cable car to get back down to the dock can have a long line, so beware.
Have fun! I adore the Med!!