We were feeling adventurous, so we ventured out into Cancun on your own. We took the free shuttle to Cancun Palace and ate lunch there. From there we explored the Hotel Zone. We took a ride on a city bus and learned that not even the bus drivers are exempt from being pulled over by law enforcement. The ride on the bus was about 6 pesos, and it was a crash course in Mexican culture. There's nothing like riding a bus with a chicken in a cage nearby. We rubbed elbows with the residents and loved every minute of it!
We took the bus past the Hotel Zone, into what I believe was downtown Cancun. The first things we see are militia men on the corner with machine guns. It was an interesting sight, but I never felt that I was in any danger.
Barter with the merchants in the open-air markets, but if you don't like being touched by strangers, stay away. The merchants are very aggressive, and some of them will take your arm to guide you into their shop. You must have the right attitude, or else visiting the markets will be more stressful than it's worth. Be willing to walk away from something you really want if the price isn't right and don't take anything too seriously. A lot of the merchants have the same items, so you'll have plenty of opportunities to get what you want at the price you are comfortable with. It was fun just to talk with some of them.