This is a really nice cruise, I'm sure you will like it. All girls vacations are the best!!
Catalina Island is pretty easy to tour on your own, there is a lot in Avalon (one of the main towns) which is right off the dock that you will tender into. You can walk to the Casino (the famous round building that you have probably seen pictures of), visit the beach, shop and rent kayaks all within easy walking distance of the pier. There are also golf carts that you can rent to drive around the island (I believe there are no cars on the island).
In San Diego we went on the trolley around town. You can book this through the ship, or go on your own. I think its about $25 a person, but you may be able to find coupons. The tour is really nice because you can get on and off as you please, and there are lots of stops. We got off at Coronado and went to explore the Hotel del Coronado for awhile (a must if you haven't seen it, its amazing!), and we also got off to visit old town. The trolley has a guide who explains the history of the city and talks about what you are driving by. There are about 7 or 8 stops and you can get off at as many or as few as you would like. We made it back to the downtown area (near the ship) with plenty of time to go shopping and explore some more. Sea World and The San Diego Zoo are other popular attractions, worth considering. Mission Beach is gorgeous, with some pierside rides, nice sand, good waves and some fun touristy shops. I'm not sure how far it is from the pier though.
I can't really say too much about Ensenada, because we just went shopping and came back to the ship early to relax a bit before dinner and to enjoy our last night aboard. There is good shopping though, lots of nice glassware, purses, jewlery and much more. Duty free is always a good thing (especially on an all girls trip). I've heard that La Bufadora, a geyser like thing a little ways from town is really neat, but I didn't make it there.
I hope that you have a great time.