My kids were not crazy about Costa Maya but we made the best of it by swimming at the pier and taking a local bus to the market down the beach.
In Belize the first time we did the zip line, they loved it but were completely exhausted by mid-afternoon, it was better for our older daughter but our then 7 year old passed out cold at 5 pm and slept until the next morning at 9. It is very physical for a small child. The second time we did the cave tubing. This was totally awesome and a great experience for all, our family group had everyone from 5- 76 yrs old and we all enjoyed ourselves. The only words of warning are that the hike into the river can be strenuous and is a decent length of walk on uneven terrain.
My kids love cozumel. We sometimes rent a VW bug in multicolors and we hit the various beaches around the island. Inland there are also some smaller ruins sites, which in my opinion were better for a family with younger kids, the sites were not busy, the site was large enough to be cool and small enough that we got to see it all before their attention span had departed. Encourage your kids to take backpacks that hold all of their items because most things will have to be carried with you wherever you go.