Do some research on these programs - ESPECIALLY the Dolphin Discovery programs. We did that a Chankanaab Park when we were there - totally oblivious to what was going on. Shortly after returniong home, we read a magazine article on the treatment and explotation of the dolphins. Basically, it came down to the dolphins being "cooked" in thier pens. Because the water is so warm from the shallow depth, the dolphins are exposed to much higher water temps than they would usually encounter in the open ocean. The long term results of this is a greatly shortened life span. Also, if you do go, look at the noses of the dolphins. They are worn down and a white color - because they constantly rub their noses against the pens.
Our experience with the Dolphin Encounter went from being a great one, to one we regret a lot. I am sad that we contributed to this tourist operation.
The reason such things are not done in the US is because they know how destructive it is.
Educate yourself - don't take these programs at face value. If you then decide to go - so be it.