In Progresso you take a free bus/shuttle to the city. It was a windy day and the beach was dirty. Great thing about the town is that they had $20/1 hour massages right on the beach. We bought a few things, bartering was fun. If you do not venture into town, at least exit the ship and check out little shops right there. Also they have 3 Coronas for $5.00. If you venture into town, you get 3 large Coronas for $5.00 :)
We had a blast in Conzumel. Went to Paradise Beach (read about it here and Trip Advisor) Beautiful pool, very nice beach (very clean). Had some amazing nachos there! Overall had a blast. (Ps. Cab to Paradise Beach was $15.00 each way).