Another vote for the museum, a trip around the island (you can hire a cab for the day or rent a car), San Gervasio archeologocal site, is much larger than I think most people think it is and is a great place to kick off Mayan intrests if going to the mainland is not an option.
Of course San Gervasio is nothing compared to Chichen Itza, which can be done as a day trip from Playa del Carmen, or there is a tour that flies from Coz to C.I. rather than taking the bus for 3.5+ hours. each way.
Tulum is much closer, but not as impressive as C.I. either, it's much cooler though being located on the coast. Coba and Chichen Itza are right in the Yucatan jungle and can be quite opressive at times. A good p.m. rain shower is not uncommon, bring a pancho.
Coba is another 40km or so ('bout an hour) inland from Tulum, it was one of the largest cities in the Mayan world, but has just been scratched as far as excavation goes. It does have a great representation of a temple in Puuc architectural style and Nohoc Mull is the tallest temple in the Yucatan. Stop and see my friend the sculpture in one of the small Mayan villages along the way.