I think it would be a good rp, and way to get yourself immersed in your character even more, if Rogues or anyone inclined to sneak, could stowaway on boats.
A penalty of being caught could be loss of gold and/or loss of hp for being caught.
a ms, hide, bluff check would be required to not get caught. It would also require that the conversation of the captains stop taking the stealth off.