Some excursion advice:
We have done 2 Westerns, which both went to Cozumel and Grand Cayman.
Grand Cayman, hands down, is my most favorite port, due largely in part to the "Island Tour with Stingrays" excursion. This excursion takes you on a minibus to "Hell, Grand Cayman", a rock formation where you can have a postcard postmarked from Hell. Then, you go to the Sea Turtle Farm for a tour and you can touch and hold some of the turtles. Finally, you end the day on a boat, traveling out to the Stingray Sandbar to swim with wild stingrays! It truly is a fantastic excursion! We've done it with our dds, when they were 7 & 10, and they loved it as well!
In Cozumel, we have struck out, excursion wise. I have gone (with a different cruise line, eek!!!) to the Mayan ruins, which was nice, but the ferry ride was BRUTAL...like 75% of the people are vomiting, ick. We've done a dolphin excursion at Dolphinaris (push, pull, & swim)...which was AMAZING, but the weather totally stunk, lol. And then there's Xplor park. Don't even get me started on how bad that place is run. For what you pay, I expected a very different excursion than what we got.
Since we haven't been to Costa Maya, I am looking forward to that one, even though its a short day.