There is another great day sail cruise that you can take with Captain Bob (we did that also last time in Cabo). Day Sail Cabo is the business. He is super fun and also an American. He has a beautiful boat and took us around and we snorkeled and swam in the water. He had everything that we needed and was a great host.
The beach is fun, just to go down and hang out at some of the beach restaurants. They have chairs and stuff that you can use if you hang out and eat or drink.
For super cheap, we hired a water taxi guy to show us around Lovers Beach and Lands End for an hour (it was something like $30 bucks for both of us and $2 beers. :-) We had our own little boat. We didn't get to get off or anything but it was fun!
The work out room was really great! We had a nice time using the cardio and weights. The spa was okay. I was kind of disappointed in it with such a large ship. I also don't appreciate when they tell you how you can improve certain things about yourself and try and sell you all of the products! I really haven't done many spa treatments after this cruise.