in Grand Cayman, THE thing to do is swim with stingrays - it's awesome - even if you're not a swimmer (due to shallow water). If you're really not into that, I've heard that an overall island tour is good, as is 7 mile beach. I didn't find the shopping good in Jamaica (at least not in Montego Bay). I would say Cozumel is best and cheapest. Grand Cayman was neat but very expensive.