Are you going to have a rental car? Most Activities will pick you up at resort and return you. There is snorkling, swimming with dolphins, Zip lining, Camel Ride, etc. Wrong time of year for whales or whale sharks (La Paz). The main places the snorkeling trips go are Chileno and Santa Maria. You can drive to both of these locations and enter from the beach. There are toilets but I recommend taking a roll of toilet paper. We usually get to these beaches about 8am for snorkeling and swimming. No crowds, no waves, no wind. When the Tour Boats arrive several hours later hit the beach and enjoy the drinks and food your brought. There are at least 3 places to swim with the Dolphins but most of them are in large pools like Sea World. There is one in the Harbour in San Jose del Cabo. Search under Mexico there are several threads that discuss things 5o do in Cqbo.