I couldn't say about Cancun specifically, but if you're further south bring your own snorkelling stuff. The resorts give you an hour a day, which is basically nothing. If you bring your own its totally worth it. I had basically never gone snorkelling before I was there a few years ago and didn't think I would care, but the amount of cool things you can see changed my mind entirely!
Coba was really cool because you can climb those ruins (or you could a few years ago). It was a really neat experience, if you enjoy that sort of thing. I went to a couple cenotes and didn't like that as much, but I don't like caves and spelunking at all...other people thought this was awesome.
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