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When we were on that itinerary in November, 2004, our visit to Minorca was cancelled due to high winds. In Majorca, we took the Chopin and Valldemosa tour, and it was well worth the money for a group of two. The tour even had a mini-concert, and was lots of fun.
In general, if you can get up a group of four or more, you may be able to do better cost wise with a private tour than with Windstar; but for two, a private tour would probably be too pricey.
In September 2003 I was on Holland America's now-retired Noordam (smaller than current HAL ships) for a 12-day Mediterranean cruise, Civitaveccia to Barcelona. Our port day in Menorca was one of my favorites. After a ship excursion to a horse show (choreographed riding in a covered arena), there was plenty of time to explore Mahon on foot. It was a wonderful town for walking. I would love to go back!
oops! I did something wrong above -- but to continue, in 2001 on Windstar we visited Majorca and Minorca. We explored Majorca on our own -- took a taxi to the cathedral, explored old town, had a lovely little lunch and then walked back to the ship. It was a wonderful day. We took an excursion in Minorca that was excellent -- went out into the country to an old monastery and then visited a little village that had a restaurant/nightclub built into the side of the mountain right into the rock -- great views! very strange place, very scenic -- and had a drink there. Nice little village for shopping, too. As I recall, there wasn't much to see in Minorca in the town itself where the ship was docked.