We did a private tour to Stingray City with snorkeling time on the reef at Grand Cayman with Capt. Marvin's Watersports. Loved that excursion!
In Aruba, we took the submarine. It was much more interesting than the glass bottom boats.
Is the dolphin excursion in Cozumel at Chankanaab? We took a taxi to the park for around $10 each way. We enjoyed watching the people playing with the dolphins. The park is a nice place to walk around too.