In St. Lucia, we took the Rain Forest Ariel Tram. If you've never done anything like that before you might want to try it, it was awesome and peaceful...and a bit wet - so take a poncho. (Although it was close, we liked St. Lucia a little bit better than Dominica.)
Buy some brown sugar in Barbados. We took the coast to coast tour there. We like to find out about the place we are visiting overall during our first visit. Then subsequent visits we do other things or nothing but walk around the shops.
On St. Maarten, we took the Dutch & French Island Experience excursion.
In San Juan we normally just walk around the pier area or head up to the Fort if there is time - although we've never made it inside yet.
St. Thomas the first time we went to Megan's Bay and the second time we took the excursion to St. John's Trunk Bay and snorkeled. Now we just walk around near the ship and shop at the shops or across the street.