We've done 2 Westerns:
Cozumel: First time we did Tulum cruise via
DCL (excursion CZ06); amazing adventure. We love historical sightseeing and this met and exceeded all expectations. A bit of a bus ride after the ferry to the mainland, but more then worth it. Second time we did shopping at Punta Lagosta followed by the Cozumel Museum, which was a little walk down the main strand, but really good. Oscar was our docent who gave us a guided tour of the museum, explaining the displays and fleshing out the history of the island with information not found on the placards. Really worth the while. Truth in advertising here: the kids didn't do the museum with us, we left them in the Edge to avoid the teenage/tweenage whining.
Grand Cayman: First time we did Stingray City Reef Sail & Snorkel via DCL (G09) which was, again, amazing. This excursion hooked the entire family on snorkeling. This excursion did not go to the sandbar, but rather to the reef where we were in deeper water (15'+) with fully mature stingrays and the barrier reef about 20 yards from the mooring buoy. Fantastic. Highly recommend. Second time we did Shipwreck and Reef Snorkeling (G15) which was just as amazing as the G09. Words fail to convey how amazing these two excursions impressed me, DW & the kids (ages 8-13 during the two adventures)
Jamaica: Chukka Taste of Jamaica at Good Hope Estate (FA28) was extraordinarily disappointing. Long bus ride, well meaning but uninformed docents at the house, poorly maintained facilities, lots of 'unintentional waiting' at the gift shop - like an a hour and a half total - yeah. Don't recommend this one.
Costa Maya: No excursions here; just explored. The port shopping area is fairly lame. I heard through the grapevine that there were interior excursions or down the coast excursions that were awesome, but we were only in port for 5.5 hours, so it was a bit of a wash.