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!
Summary:
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...).