I haven't done a cruise yet so don't know about the other locations, but we had a fantastic time at Dolphin Discovery in Grand Cayman 2 years ago. Seriously some of the best memories of my life (and I'm terrified of sea life!), plus we got free entry into the Turtle Farm with our purchase (though we had to upgrade to be able to swim with the sea turtles, but it wasn't much and we felt it was worth it). It's not that far from the cruise ports, I think closer than Cove but then I think Cove may come with Sting-ray City, which is also well worth doing (if time permits).