Well, if you are going to visit Cozumel I'm sure you will hit Cancun at some point. I took a trip there earlier this year alone just to explore and have fun
Explore Cancun's gay nightlife, especially Karamba. It is just so much fun, without a doubt the funnest time I have ever had at a club. Just use a little common sense while downtown and don't drink too much!!
And Cozumel is just beautiful. I was only there for a short time but I remember the cute vendors, shops, and the snorkeling here is far superior to that of Cancun.