We stopped at Cozumel for a day and a half a couple weeks ago on our cruise. The downtown area seemed extremely safe (and clean). The police constantly patrolled the main drag, especially in the evening. The horse ranch on the southern end of the island seemed fine, and Paradise Beach was excellent. I think any of the tourist spots should be safe. The island is 100% supported by tourism... they know better than to bite the hand that feeds them.
By the way, there is a decent humidor at Havana Club in the Forum Shops on the north end of downtown. Their prices are high, but they have some hard to find items. Seems like the Edmundo Dantes were $32? They also had Cohiba Sublimes. I just couldn't bring myself to by any without knowing for sure that they were real. I'm certain every other stick on the island is fake. There are 2009 EL Cohiba Piramides everywhere. (yes, in glass top boxes)