The show and "swim with the dolphins" activity in the Delfinario in Varadero was great. It was especially good for kids.
Just make sure you get the right video before you leave. We got the wrong one.
Watch the show and swim with the Dolphins. It is a fantastic experience. you will have a great time, they even jump over you. You can have a pictures like this for $10.00 CUC ( 1 dollar = 0.80 CUC), Watch the show and swim them about 90.00 CUC. Its is kind of expensive, but it is worth it.