I live in Juneau and have been to Skagway many times.
I really recommend the train. It is authentic! It is a real, historical train over incredible scenery. It can't be beat.
If you have some extra time and want a real adventure, take the train to Laughton Glacier stop. Get off there, and hike the mile or so to the Laughton Glacier. I've spent the night at the Forest Service cabin there. Unbelievable!
But you can do it in one day, even if you are on the cruise ship. Just be sure to get back to the train tracks in time to catch the train back to Skagway.
A fabulous, authentic, non touristy way to see Alaska at its best!