Typically conventional to visit Dunns falls, but I have the experience of taking a tour where it was just my girlfriend and I, in a vehicle with a tour guide who took us around the Ocho Rios area, where he showed us various history and lifestyles of Jamaica, some of his work companions and friends, and even caught up with people along side the road during out tour. We strolled through the Blue Mountains, Sampled fruit straight off the tree and took the backroads for a few hours until we arrived at Dunn's.
Dunn's was great, my second time visiting and my girlfriends first. Our guide took us to meet some of the people in the market, and gave us real experiences that would not be available if it were just the "average" tourist trip. We weaved through the market, negotiating fairly in the jungle heat where we were swarmed with sales people offering us fans and other cooling devises. After this, we wandered down the the beach and enjoyed some of the beach then "conventionally" climbed the falls.
There is a section on the right side of the falls that you can clim, ask for someone to show you, you should be at least a decent swimmer because some sections between the rocks are a little deep and you need to swim across. Also the water is rushing at you at a decent rate but there are steps/ladder type under the water and it can be climbed. NOT recommended if you do not have upper body strength. Hope that helps!