Shore excursions are the very definition of the cruise holiday. Many people go on cruises, in some cases, in order to be pampered, looked after very well by the crew, and to relax on the deck of the ship, or swim in the cruise ship's pool (or pools if the ship is a particularly big one). But for many people, the great appeal of the cruise is not actually that they are able to relax in this sort of luxury, but in fact that they are able to get off of the ship where they've been living in luxury for a while and to head to the latest resort of tropical city where their captain has brought them.
It's the shore excursions where the true holidaying will happen. After all, when you get back it's unlikely that there will be people who will want to hear about the days that you spend on the deck of the cruise ship, shopping in the ship's mall, or eating in its many restaurants. Of course, this is obviously an exciting part of the cruise but more enjoyable is the time that you get to spend off the ship this will be more memorable and you will find that it's actually the time where you have the most fun and have your eyes opened to cultures that you never knew really existed, or never really gave much time to think about. If not that, then you will at least have been able to tick off a lot of countries after having visited them after being on a cruise.
Many people will, having visited a dozen or so tropical countries, decide that they've found one that they actually really like and they will perhaps decide that they would like to return to visit that place away from a cruise and spend much more time there. This of course is the nature of the cruise: a place to have new experiences and travel between exotic locations in the lap of luxury. You should always take the shore excursions when they are offered.
It may seem like you aren't able to do so much relaxing if you're constantly disembarking from the ship, but if you just want to relax and be pampered all day then go and live in a hotel for a week, or do something like visiting a spa. When you're cruising you should take the shore excursions when they're available.