Caroline Mccarthy on her experience of swimming with friendly whale sharks:

But if you can get past that: It’s accessible. It’s affordable. You’re helping local fishermen make a few extra bucks (Isla Mujeres shark tours are highly regulated to protect the environment as well as ensure that it’s locals who are pulling in the eco-tourism dollars). And you’re learning about a beautiful animal and the threatened ocean ecosystem around it.

I'm personally more of a fan of eating shark sandwiches than swimming with them, but it does sounds like a pretty amazing experience.