As to where to pay, it depends on the type of interaction you want. If you go to Dolphin Cove during a feeding time (which are at random times and there is only a limited amount of fish available for each feed...dolphins only eat so much) each person going into the dolphin feeding area has to buy fish to feed the dolphins, so it is $7 per person to pay for your tray of 4-5 fish. If you want to buy extra trays of fish, they are each $7.
If you want a more up close, individual thing ,there is a 1 hour dolphin tour offered. You go and watch the trainers feed at the dolphin nursery and see some of the new members of the dolphin family. Here you only watch. You then head to Dolphin Cove and get to participate in a training session with the dolphins. You work with one or two of the trainers and a group of dolphins. You get to do behaviors with the dolphins, touch them and learn about them, and ask the trainers any questions you have. This training session is about 10-15 minutes long. So it's a good amount of time with them and much more one on one time with the dolphins. This one is also more pricey; last I heard I believe it was $40 for children and $50 for adults.
They also have a penguin tour and a behind the scenes tour (where you get to pet a shark, and a penguin; see the animal rehab areas, and some of the behind the scenes areas).