there are some very reliable ones to choose from. You also need to know the difference between a "Dolphin Encounter" and a "Dolphin Swim" - encounter- you stand on a platform with a whole lot of other people, the dolphins swim by you, you get a chance to pet them, they do a few tricks thats it. swim- you are actually in the water with the dolphins in small groups
its all about budgeting your time. I don't recall how long of a trip it is from the cruise pier to Blue Lagoon- they do very good dolphin swims btw. I would think they could offer you that information, just allow enough "wiggle room" to get to and from the ship. We always figure into our time to be aboard ship AT LEAST 1 HOUR BEFORE SHIP SAILS.
oops forgot to tell you that taxi would be the way to go, arrange a round-trip ride, that way your taxi will be waiting for you when you are done, and its a guaranteed fare for the driver, just make sure you don't pay the driver for the full fare when he/she drops you off, because they might be a now show for your return trip if they already have your money. Find out what the rates are, and compare that to the cost of a ships excursion