it depends on what you want to do.
cozumel has always been a safe port so doing something on your own would be ok. we always go to chanacanob park when we go. it is one of my favorite places ever. if you want to snorkel, or swim with dolphins (for extra $$$) it is right there. Roatan we hired a taxi to see the island, not sure the kids would like that but they would enjoy the chair lift to the beach.
costa maya, we go to mahalawaj, to the beach. it is (or was the last time we were there) mexico before the tourist trade hit. We love it there.