Key West: Fort Zachary Taylor and the Lighthouse

Grand Cayman: second the stingrays with Captain Marvin

Cozumel: a couple options for ruins: A) San Gervasio (rent a car, drive to the other side of the island, plus you can stop off at Rasta's for a drink, or one of the beach breaks for a swim or B) take the ferry to Playa Del Carmen and visit Tulum

Castaway Cay: Disney's private island. They (Disney) offers some things but given that they are the only action on the island, you're limited to what they offer. Make this your beach, swim day.