What ever way you do it, it is always cheaper to do it yourself. From Civitavecchia you can walk into town to the Railway Station and get a fast train into the centre of Rome for 9 Euros(last years price). Florence and Piza can be reached by coach and train (haven't done it myself but others aboard the ship did). Mahon, well if your ship docks early it is worth while getting up really early to watch the ship sailing up a narrow inlet to the town, and you can spend a very pleasant day in Mahon. Can't comment on other places but do some research on the internet and you would be suprised how much and how cheaply you can get yourself around. Have a great trip.
If you do your own thing allways make sure you get back to ship on time as they wont wait on you happy holiday.