Having done shore diving in Bonaire and Cozumel I have to say... Cozumel just isn't the place for it. That said, my shore diving wasn't far from the marina and I haven't dived the 'house reefs' at the various shops and hotels, so maybe those are better. But I doubt it compares to Bonaire where it was just amazing and super easy. I also had a pretty bad experience during a shore dive in Coz that certainly colors my perception - while swimming from shore to the reef at about 15-20 feet, with my dive buoy up, two (yes two!) snorkeling boats decided to park over our heads and instantly dump their entire customer base on our heads. Try threading a dive buoy through a crowd of 50 snorkelers while they are all trying to look at the cool scuba divers right underneath them. Ugh. That was the last shore dive I ever did in Cozumel. I've always had a sneaking suspicion it wasn't an accident and the snorkel boat drivers did it on purpose.