I must admit I am in complete agreement with poster webtogo when it comes to the dolphins in captivity. I don't think it is right and that's why I have never done a dolphin encounter and never will.
A month or so ago Mike Huckabee had the producer of the movie The Cove on his TV show on FOX. (for those who didn't read the link, it is a movie about the Japanese dolphin round ups where they brutally capture the dolphins to sell to people who operate these attractions) They showed a rather extensive clip from the movie. It was horrifying and heart breaking.
I have nothing against anyone who participates in the dolphin swims, I have a dear friend who loves it.
As for me, I enjoy putting on my fins and mask and visiting the fish, the coral and other sea life in their natural habitat. For me, far more satisfying.