If you ever visit the Big Island, Hawaii, you should ask the locals about this bay that dolphins use as a resting place. Unfortunately, I forgot the name. Once or twice a day, the animals come really close to shore, depending on weather and tide. Make sure to bring some kind of swimming aid as the bay is very deep and, although it seems close to shore, at least for a dolphin, it is still quite a swim for a human being.
We came there pretty much unprepared as we didn't really expect to see any dolphins. But after 15 minutes in the water we spotted the first fins. They were so curious! We swam with them for an hour or so, without any gear except for goggles, until they had enough from us human gawkers. I only realized how tired I was when I had to swim all the way back to shore. It was amazing, though. One of the coolest things I've ever experienced.