We didn't on P&O nor on Princess. Don't know about the others. They state whether lectures are free or not so you can decide.
We travelled on QE2 in 2004 and QM2 this year. The cinema, pool, gym, lectures and most classes were included in the fare.
We have sailed with Ocean Village and P&O and the examples you listed were free.
You need to check the small print. Last year we went 'Island escape' we had to pay for Aerobic classes, which was a shock. ask travel agent.
We spent 12 nights aboard QM2 last year. You have to pay for drinks, use of spa, any beauty treatments eg hair nails etc, any purchases (obviously). I will warn you that the onboard photos are VERY expensive. You will also be charged $11 dollars (each) per day tips and 10% tips on all drinks so DO NOT tip the staff at the bars etc when buying drinks as it is added to your onboard account.