I am currently planning my wedding in the Riviera Maya near Playa del Carmen for next year around April or May.
I have some wedding experience there and advice since two of my best friends already got married there and I have attended to both of their weddings. So in my Bachelorette party I know for sure what I will do, so maybe this will help you decide too.
My first wedding there the Bachelorette decided to get all girls together and go to Coco Bongo, and its just like you describe it, I mean its a nice show but you really don't do much but watch the show, we had fun watching it but I didn't even talk to the bachelorette until our way back to our resort, this is not what I want in my last night out as a single woman with my friends, (please Katy if you are reading this, now you know LOL) .
Next year at my other friends wedding the girls in charge of throwing it sent us an email telling us we where doing something called the Playacrawl, I was like what? , OMG did we had fun, it was the best Bachelorette party I been to. Playacrawl is a bar crawl service in Playa del Carmen, they picked and dropped us back up at your resort , they took us to like to 3 or 4 bars and clubs , we had a party guide all night who took care of the group and made sure we made no lines to get in anywhere and that we had our tables reserved everywhere, o yea and very important its all you can drink all night.
We even brought our scavenger hunt list for each bar and I almost pee my pants laughing LOL , we danced on top of the bars, on the beach, everywhere, we really had a girls night out and got to enjoy the bachelorette like never before, in short it was a great great night.
So yes you know what I will be doing for my Bachelorette , hope this helps and remember what ever you do enjoy that night cause its one of those things you will only be able to do once in your life.