Cozumel:

There are actually three different pier locations. Punta Langosta is located right downtown and after leaving the ship and walking towards the city down the dock, you will go over an overpass into a shopping mall. You are right in the heart of downtown Cozumel. The International Pier is about a 10-minute taxi ride south of town (you can walk it in about 30 minutes right along the coast line, but if it is hot, take a taxi.) The third pier (Puerto Maya) is just beyond the International Pier and has the same dynamics. Finally, when there are too many ships in port, some ships will anchor outside and tender into the Punta Langosta pier.
The Taxis line up along the piers, but if you don't want to wait, cross the street and walk into town and hail a cab.
A few things to do:
The Tequila Farm : Learn how Tequila is made and taste test a few different types.
Coconuts Bar: A nice photo op and free tequila if you get your picture taken

Senor Frogs: Order your drinks by the foot, and the food is pretty good.
Lots of good info here:
http://www.cozumelmycozumel.com/