Where to swim with dolphins

[kanilag]

PLEASE HELP!
We are planning to visit Mexico this winter. It will be first time that we are going to that part of the world (coming from Canada).
We heard stories that some of the places that doing "swim with dolphin programs" are not fitted to do and it that it is pathetic. Any suggestions on Cancun or Puerto Valarta, Dolphin Discovery or Xel-Ha, hotels with activities for a 10 year-old,cheap shopping ? Suggestions, remarks and advises would be greatly appretiated.