Of all the hundreds of ports we've been to, I always consider Costa Maya to be one of our least favorites. While it's not bad, there are just better ports to go to.
As for swimming with the dolphins, no offense, but this is one place where it ought to be illegal. They keep their dolphins in very small pens so they don't have alot of space to swim, plus the water gets very warm. We've seen dozens of these 'swim with the dolphins' places and this is one of the worst we've seen. I know there are some worse than this, but we've not personally seen them.
Don't get me wrong, I'm not a member of PETA, and I have seen some very good operations that really take great care of their dolphins, but I'm just against places like this one.