To actually swim with the dolphins isn't cheap anywhere. When you see the word "encounter" as in dolphin encounter, that means you stand on a submerged platform with many others and mostly watch a dolphin do tricks in front of you. Then they'll run the animal down the line a couple times so you can "kiss" it/ shake hands (fins) for a photo/video they'll try to sell you. Thus the encounter is the cheapest tour.
What you want is one where you are out in the water with them.
The dolphin tours for St. Maarten are actually on Anguilla so it entails a ferry ride. St. Thomas is similar, with the tour actually on Tortola in the British Virgin Islands. A ferry boat ride again. Plus you have to clear local immigration so you'll need your passports.
So - the easiest place to do it is Nassau, on Paradise Island which is just a few minutes from the pier.
Hi Jesse Watson, welcome to Cruise-Chat. Dave's advice is spot on. Make sure you do a "swim", it is worth every cent. It was one of the most incredible things I've ever done in my life. I bought the video and a couple of the pictures. We did ours in Cozumel. Paradise Island is the main attraction in Nassau. Before/after your swim, be sure to check out Atlantis. Best wishes for a fantastic cruise!
By all means do the swim. We did ours in Cozumel in 2006. Our daughters still talk about it and love to watch the video. My 70-year-old mom was with it. The smile on her face was great. Atlantis is not cheap (no place is), but it has a good dolphin program.
We did the Dolphin Swim at Blue Lagoon Island in Nassau. A 30 minute boat ride to the beautiful Blue Lagoon is part of the adventure....it's beautiful. You could also pay to stay at the island...well worth it. If you can spend extra on the swim....the dolphin will also push you along the water and it's well worth the money.