Have gone to the mainland by the power ferry once to see Tulum. Tulum is awesome, the beach there is fabulous, the ruins inspiring, etc. If I ever endeavor to book such a tour again my family has orders to bludgeon me. The "Power Ferry" holds 200-250 people. When you get on you go by these 30 gallon trash cans full of mops (first hint this might not be good). People were throwing up right in their seats, and it was not a particularly rough day. There are two decks and I can't even imagine the poor schmucks who were ENCLOSED inside --no open windows due to much sea spray--you are moving pretty fast. The ride is 50 minutes one way. on the mainland they will try to sell you the smallest available package of Dramamine for $8 and you will thank them for it. We were forewarned and took it before we started out and still didn't feel all that great. I am forever glad we got to see Tulum. If we want to do it again we will book a mainland vacation. I can't imagine anything that would intice any of us to head over to the mainland again.
Having said that, why do you want to leave Cozumel? It is relatively clean, probably the safest port in the Carib., shopping is good (typically mexican) there are great beaches, site seeing, snorkeling, boating, reasonably priced taxis everywhere you turn. Get wild and crazy and go to Discovery Cove and swim with the Dolphins, take the Atlantis submarine down and see the only living coral reef in the Americas and look over the continental shelf (you can't see 1500 feet down, but it is interesting to cruise on the edge of it), Go snorkeling over that same coral. Find an animated acting cab driver and ask him "what's to see here" and see where he takes you. I guess this will be our 7th trip there--we are doing a jeep off road tour. We feel we have not exhausted that great little island yet.