Many agents advise their clients to book their air travel with the cruise line, because doing it on your own can be risky. If you book through the cruise line and you miss the boat, the cruise line has a responsibility to get you to the ship. If you book on your own, you are literally on your own.

If you do book your flight on your own, seriously consider purchasing a travel insurance policy that will reimburse you for your costs if you have to catch up with your ship once it has left port.

2. Look at nearby ports.
The days when cruise ships only sailed from Florida and California are long over, says Entin. "These days the cruise companies sail out of so many different ports that it is much easier to find a port near you," she says. "I've taken a Royal Caribbean cruise out of Bayonne, N.J., that is much more convenient to me than going out of New York."

Other out-of-the-way embarkation points include Galveston, Texas, and New Orleans. Flights to those and other less well-known ports may be cheaper, especially during the holiday season, than other more well-known ports such as Fort Lauderdale, San Diego and Vancouver, British Columbia.

3. Check up on shore excursions.
Many travelers look forward to the variety of exotic ports of call on a cruise and generally turn to the shore excursions sponsored by the cruise companies. But by doing some homework before you leave, you can figure out exactly what you want to do when you're in port and book your own shore excursions for considerably less by cutting out the middleman -- the cruise line.

Many travel agents offer reports on the ports of call that highlight the various attractions and the best way to get around. "Our port reports tell you all sorts of things from what you'd expect to pay for a taxi to where the best shops are," says Eggers. "This kind of information gives you the insider knowledge to make wiser decisions."

You can get the same information from many tourist guides, such as the Lonely Planet or Let's Go series of travel books, he says, although port reports may be a bit more up to date. Once you've figured out what you want to do, you can contact the vendors listed in a travel book or port report and make direct arrangements yourself either by phone or on the Web.

4. Shop wisely.
Many travelers spend lots of time shopping at ports of call. "My No. 1 piece of advice for shopping is to know the cost of what you want before you leave home," he says. "If it's a deal, go ahead and buy it, but otherwise you may be able to get it for the same price at home."

Eggers says that some cheaper electronics from the so-called "gray market" are not black-market goods, but don't carry the same warranties that you'd get on U.S. products. For example, you could get a digital camera in the Caribbean for a great price, but it may be a Japanese model not sold in the United States. So if you have a problem with it when you get home, there is no warranty coverage.

Haggling is acceptable and even expected at many ports of call, especially in the Caribbean. Shoppers are expected to bargain and shopkeepers are not insulted.