Punta Cana diving is generally poor.  Most of the resorts have shops or
buddy with a neighboring resort to offer diving.  They also generally offer
a day trip to Isla Saona or Isla Catalina.  These day trips offer scuba,
usually, as part of the package.  Take the day trip and dive at one of the
islands.  You'll spend some time in a bus - that's the down side.  The good
part is the diving is much better.  There is also better diving to the north
and northwest but you're not likely to do that because the transportation in
those directions is poor and you're probably locked into the Majestic
Colonial for lodging.  Cenote trips are also available and they are closer
than the trips to the islands.  I haven't been to the cenotes so I can't
tell you anything else about them.  Get a travel guide or see what you can
find on http://dr1.com/ or http://www.hoy.com.do/ or
http://www.indiana.edu/~r317doc/dr/cenote/cenote.html.  There is supposed to
be significant historic sites with limited access near the cenotes.

They offer some wreck diving.  Many of the wrecks are natural.  One near La
Romana, off Playa Dominicus if I remember correctly, was placed for the
benefit of divers.