We loved Discovery Cove. It was the only thing we've ever done where the level of service approximates that at Disney.
You do need to be aware that your "dolphin swim" is limited by Florida law to 30 minutes with the dolphins. You will have about 15 minutes before that with the trainers. However, there is plenty to keep you busy the rest of the day. Other nice things--all animal food is included as is people food (lunch), your wet suit, snorkel (which you get to keep), locker, etc. There is no need to spend another penny, but you will buy a LOT of pictures! In addition, you get a pass for a week at Sea World which can be used either before or after your Discovery Cove day.
Personally, there are enough other things to do on the ship/excursions, and Discovery Cove was SO good that I wouldn't spend my ship time on a dolphin swim elsewhere. We haven't done the one on the Western, but we've done 2 others in the islands and they just didn't compare.