Most activities have a hefty cost, but some are definitely worth it.
One of suggestions is to take a deep sea fishing tour/ excursion. These are usually found in the Marina area. They typically travel out 30-45 minutes into the Pacific before you even get a chance to hold a rod. At that point, if you are lucky enough to get a nibble, it takes about 15-30 minutes to reel it in. This is an experience of a lifetime. No bucket seats that strap you down, just a rod and your arms -- how cool!
If you'd like to try the waters, without getting seasick, maybe try one of the booze cruises. They typically run about $50-75 per person, but last about 5-6 hours and include a meal and all drinks. They also give you a bit of sightseeing, but that's not the real fun. You are dropped of at a remote location for a couple hours and have that time to relax in an isolated part of Mexico. Definitely worth a try.