If by "boat packages" you mean taking the ship's shore excursions, then I think you can pretty much always save money by arranging excursions direct with local suppliers.

Now that there is such fierce competition between cruise lines on the headline price of a cruise, the lines have turned to the ship's bars, casino and shore excursions as their big profit centres. It's not unusual to be able to get a shore excursion for half or even a third of what the ship would charge for a similar trip. There's no reason why diving should be much, if any, different from that.

However, I would make sure that you have good reason to be confident about the quality of any operator you book directly with, for obvious safety reasons. I've looked into arranging diving trips at ports of call myself, and thought the best time was spent on specialist cruise message boards looking for operations that were repeatedly recommended by several other posters, so that the "recommendation" was less likely to be just disguised advertising.