X'kekén, also known as Cenote Dzitnup, sits seven kilometres west of Valladolid on the road to Mérida. You descend through a narrow stone passage into a vast cavern lit by a single shaft of daylight that pierces the limestone roof; the water below is deep, very cold, and an almost luminous blue.
A swim here is a small ritual, not a long session — the temperature, the silence, and the strangeness of the place all encourage you in and out within twenty minutes. Across the road, Cenote Samulá has its own cathedral-like cavern with hanging tree roots reaching down to the water; the single entrance fee usually covers both. Go early to have the place largely to yourself.