You may not want weights, as the water at the end of October is likely to still be pleasantly warm. No exposure protection to a shorty is prob. all you need.
Most snorkeling outfitters will take you to Santa Maria or Chileno. It's not necessary to go there (though those are both very nice locations). Save yourself a long boat trip, and look for a snorkel trip that takes you to either Pelican Rock, or more likely, Lovers' Beach.
The "Pirate Cruise" used to do snorkel trips exclusively to Lovers' Beach (in order to minimize boat trip times).
Assuming you're coming off of a cruise ship (no comments from the peanut gallery, please
) you could just take a water taxi to Lovers' Beach; snorkel to your hearts' content; & return to the marina via water taxi. Cost is negotiable (on the order of $5 for round-trip, I vaguely recall). Any water taxi will pick you up from Lovers' Beach & return you to the marina; you don't need a specific taxi. The more expensive water taxis will give you a bit of a tour to the sea lion colony & around to the Pacific Ocean before dropping you off at Lovers' Beach.
If you want calmer waters, and still very good snorkeling, you can go to Playa Escondida (on some maps, it's Playa Coral Negro or Playa El Balcon). No water taxi needed. From the marina (where you get dropped off by the cruise ship tenders), proceed out to the main road (either Ave Cabo San Lucas or Blvd Marina, either one is fine). Hang a "counterclockwise" turn. Proceed along the main road that borders the marina, keeping the marina to your left, all the way to the end of the road (a couple of hundred yards) The road ends at a defunct cannery, and a rock jetty. Now, follow the defunct cannery, keeping the defunct cannery to your right. As soon as you go past the cannery, you'll see a small beach with a palapa structure ahead of you. Only locals hang out at this beach. There's the remains of a shipwreck maybe 20-30 yards out from the beach, and some rocks to the right (looking out to sea). Going further to the right, if you're good at bouldering, you'll eventually get to Lovers' Beach. No need to do so, though. Lots of good snorkeling out to the shipwreck & nearby rocks. Local inhabitants include some gorgonians, urchins, cornetfish (they may be trumpet fish, I'm not sure), moorish idols, cleaner wrasse, puffers (both the classic porcupinefish & the guineafowl puffer), etc. You may see seahorses (seriously!).
Snorkeling at Lovers' Beach has better rock formations and greater dropoffs, but more surge. Small rays (mobula rays?) may more easily be spotted at Lovers' Beach. My kids much preferred Playa Escondida.
If you want to rent a weight belt & weights, and/or mask/fins/snorkel, you can try the local dive shops. Though if you're coming in on a cruise ship, unless you're on the first tender, you may not get equipment. The organized snorkel boats (catamarans, regular big boats, etc.) have plenty of rental gear (generic mask/fins/snorkels) & snorkel vests.
If you want a recommendation for a regular snorkel boat, we've done Oceanus in the past. It's a non-sailing, two-deck catamaran, which is very stable. We've also done the pirate cruise (just cruise, no snorkel), which is very nice. The Oceanus tends to go to Chileno (most of the other large snorkel outfitters stop at Santa Maria, but the Oceanus is a bit faster, so can get to Chileno). My experience with the regular snorkel outfitters is that they won't force you to stay in a group.
Have a great trip!!!!