Cenotes are some of the most breathtaking places that I have been...They are natural pools that have been filled with rain water flowing from underground rivers. The water is unbelievably clear in Cenote's, and they are surrounded by lush greenery and cool rock formations. You can swim in the pools, and in some cenote's you can jump into the water (like this one we visited) or you can dive and see all of the amazing formations & fossilizations that still exist below.
There are many centoes all around the Yucatan Peninsula, and each one offers something different. We visited the Cenote Azul because it was closer to where we were staying, and I am so glad we did! It had many pools and a rock to jump from (the perfect sized rock, not too high and with a ton of space underneath, we both jumped many times!) It has a dock to sit on and so many pretty paths to explore. It was also really easy to get in- no hiking necessary - So if you have children or don't want to hike, I highly recommend this one!
Others that I recommend that are closer to Tulum are Cenote Tankah (you have to have a pass to visit this one but it has way less people and has fun ropes to jump from etc, really fun) Crystal Cenote (This one is a 20 minute bike ride from downtown Tulum, has no hike in, and has a fun platform to jump from) and of course the Grand Cenote (the most popular so I recommend going in the morning, but it has really cool foliage & a neat looking pool)
No matter which one you choose, you can't go wrong - They are all amazing, and a must do if you are in the area.