Actually, I find that in free and easy, I do get to do a more in depth coverage of each place I visit. Maybe because I'm the one setting the time allocated to each place of interest instead of being restricted by the tour guide's timing. To me, I define the coverage by the number of photos we get to take. hehe.. while my hubby is busy taking photos, I will be able walk around and explore. In group tour, you must take your pics quickly and have less time to walk around to catch different angles of a place.
As for experiencing the life of the locals, the most important aspect to me is tasting the local food. (hehehe, that's coz both hubby and I love to eat!) So I'll always research on the local food and make sure I try it.
Talking about free orchestra, when we were in Florence, there was a ballet rehearsal going on. The arts culture in Europe is so alive compared to S'pore. Imagine, >10 muscials every night in London compared to maybe 2-3 musicals a year in Singapore.