We did the sea lion encounter and loved it. As a pp said, you do get in the water with the sea lion. While the dolphin swim would obviously have more interaction with the animal because the sea lion is just an encounter, I would recommend doing the sea lion at Blue Lagoon. You can do a dolphin encounter, swim, etc. at just about any port in the Caribbean, Bahamas and Mexico these days but only a few places we have found have a sea lion encounter.