From CNN: Costa Rica bars swimming with dolphins, sharks (I think the shark thing is a typo since the article mentions dolphins and whales, but no Great Whites or Hammerheads).
While I think it would be downright magical to swim with dolphins (whales, now that's another story!), it's not a great idea to hobnob with the wild creatures like that, anyway. They start to get a little too dependant on human contact, which could end up hurting them in the long run.
By the way, does anyone remember an episode of a TV show—I think it was one of the early CSIs, but I could be wrongwhere a dolphin trainer ends up getting killed when her overly amorous trainee takes her for a love dive? I can't remember anything but that one scene, and it's been bugging me since I mentioned it in a comment I made on a post by Gary the Sabre Geek on the same story (and thanks for the pointer, Gary!).