Shop. There is also a pool in the port area, and a couple of beaches (one for swimming, one for laying out) right by the pier. Other than that, Costa Maya is still rather "primative".
Book a tour right at the pier for a fraction of the price and it is safe and great (ruins)
Swim in the free pool and then get a massage by the beach.
take a taxi to the fishing village and hang around.
Haggle with the vendors.