For Grand Cayman I book ahead of time with either Sotos Cruises, Captain Marvins or Nativeways. All three have had great reviews on this board. I booked with Sotos Cruises last year and it was $24/pp. There were about 14 of us on the boat and we had a blast.
Cozumel: I would go to Chankanaab Park. They have some very good snorkeling right from the shore as it is rocky. A lot of the other beaches are too sandy. You can just grab a cab right from the pier. A cab should run about $10 each way and park admission is $12/pp.
Hope this helps.