If you are not yet certified, save yourselves some valuable vacation time and take your classroom and pool training before you go. Go to a destination with a PADI shop and do your open water dives there. For PADI, you need 4 open water dives which you can easily do in two days. For NAUI you need 6 open water dives.
I have to disagree with the comments about diving on the Mayan Riviera. The Mayan Riviera is a very long coastline with lots of great dive sites. I have dived twice in Akumal and the coral and variety of fish species was amazing! And for beginners Akumal is much better than Cozumel because the currents can be quite strong around the island. Cozumel is also more prone to winds. We were there for 6 days in 2009 and only got in 2 dives because the harbor master closed the port due to high seas from norte. We are hoping for better weather when we go back in August.
I did my advance open water in Akumal in January with Akumal Dive Adventures. We stayed in a condo 100 meters down the beach from the dive shop. The dive instructor was great as were the dive masters.
For affordability, the Mayan Riviera also wins hands down.
Check out
LocoGringo for lots of good information on the Mayan Riviera.