It depends on the cruise line, but para-sailing and jet-skiing on board; no one offers that. Those are excursions you'll book through the cruise line or independently, but you'll need to make sure they're offered in the port(s) you're visiting.
Each cruise line tells you what activities are offered in each port.
Some have rock climbing, skating, basketball, golf, tennis, etc. on the ship. Shore excursions can range from zip lining, swimming with dolphins, atvs, horseback riding, etc to walking tours or sight seeing adventures.
But you have to check with each cruise line to see what they offer and look at excursions offered in the ports you'll visit.