A chain of three cenotes, an hour by bus or car from Merida, in Yucatan.
My suggestion:
If you have a limited budget, you can go to Homun which is nearby, and you can bathe in the cenotes there (cheaply and alone), one of which is actually in someone's garden!
My review
The trip to Cuzama's cenotes is folksy to say the least: a 9 km trip in a wagon on rails, pulled by a donkey; a really relaxing outing (don't forget plenty of mosquito repellent, the mosquitoes round here love new things and will probably see you as a prime choice from their menu of world food...).