If your intended destination is Cozumel, you should fly into CZM rather than CUN. Unless the savings on airfare is substantial. The shuttle/taxi to ferry transfer from CUN to Cozumel is time-consuming and unpleasant.

Try to sit toward the front of the plane, if possible, to be near the front of the line at immigration when you arrive at CZM.

No reason why you can't book one-ways in both directions if you want to fly into/out of a different airport or with different airlines.