Be sure to feed the dolphins and the seals. (take extra $$ for this--it's well worth every penny) You can feed the stingrays too, but it's down for rehab right now. Feeding the little sharks is not as fun, we did it once or twice but just skip it now.
See Blue Horizons and the Shamu show. I have heard Mystify is great too but I have not seen it myself.
Walk under/through the shark tank.
The Arctic experience and the penguins are a favorite of ours.
We also really love the Pets Ahoy show. It is amazing what these animals can do!! This is really a hidden gem. If you are an animal lover this is a must see. (this is a show with domestic animals, not sea creatures)
I like to check out the dolphin nursery to see who is new and how the babies have grown since our last trip.
If you like horses, go into the barn to see the Clydesdales. You can get your picture taken with one and if you do that they give you a chance to get up close to one and pet it, so that is nice. You are not obligated to buy the pic, but pose for it anyway just to get up close and personal with these beautiful horses.
We pretty much skip the rides at SW and just enjoy the animals that we don't get a chance to see at home, so I can't tell you about the rides.