I went when I was much younger... all I can say is pick on that has the facilities / activities that you're interested in. My family likes golf and beach so we picked on that had good choices for that. I can't remember what it was called though... too long ago.
The only time we really left the resort compound area was to go deep sea fishing. IIRC leaving the immediate resort areas is not too good. It may have changed since I went though.
E86 Z4M - Sold
E36 M3 - Sold