Very easy to DIY if you only go to this site that I direct every one to - Try google and 'cruise ports call boards' - the first result will give you all the info under the Europe section .
We did this last year and the weather was lovely - 23-25 deg most of the time. It was so good we are doing it again in December but on P&O Aurora. Gran Canaria - walk off the ship and into town, lots of shops and the lovely beach is also close by. Madeira - walk into Funchal to the cable car and buy a ticket for the gardens in Monte at the top, so peaceful and lovely there, fantastci views and for only a few Euros.
Should be lovely and warm compared to here! Its usually between 20 and 26C at this time of year.
It does seem to usually rain at lunchtime in maderia though... so be prepared.
We also did this cruise last year, and it was red hot each day, apart from in Morocco, where it was warm all day, but drizzled the entire day.
As for doing your own thing, other than Lanzarote and Morocco, everywhere is in walking distance. Taxis are always on hand to take you futher afield. We might be doing a Morocco trip this year through Thomsons, cos I dont' fancy doing my own thing there.
We took a taxi in Lanzarote to the city centre and it was a few euros.. much cheaper than an organised trip.
Thanks ror the info. Can't wait to feel that sunshine!