We did the Royal Dolphin swim in Cozumel. It was fantastic! The Royal Swim is only offered directly through Dolphin Discovery (
www.dolphindiscovery.com) and they also offer a variety of other programs.
In Grand Cayman we did a 1/2 day private charter through Captain Marvin's (
www.captainmarvins.com). If you have a big group (or can hook up with some other DISers on your sailing, it's a great trip! You can also book a regular excursion through Captain Marvin's if you don't want to do the private charter.
In Key West we did the Old Town Trolley Tour. You take a trolley around town and get a narrated tour as you go. The trolley makes several stops and you can get off and explore town on your own. Then you just go back to the stop and get on the next trolley that comes along.
DCL's version does not let you on and off, you make a continuous loop. If you are interested in this buy your tickets at their website (
www.oldtowntrolley.com) and you'll get a discount.