Hi Sue,
I did this trip a couple of years ago and would advise you to do the Mombassa City Tour, it is during this tour that I would tell you if you are going to buy any wood carvings to do it when you visit the Co-operative, it is much cheaper than buying it any wherte else as they provide all carvings for tourists, what they don't sell in the shop is sold to hotels and traders at the end of each month and they put the prices up 3 or 4 fold, I bought a lion and an elephant fior around 100 shillings and other sellers would be asking 400 or 500 shillings.
I did the Dolphin Dhow Trip along with 5 others from the group, 3 hated it myself and the other 2 had a great time, you have a 2-2.5 hour drive from the Hotel to the Dhow, the last 20KM is down a bumpy dusty road (it all adds to the experience, the lunch is basic, but there is free dring (soft and alcoholic), after searching for the dolphins you get to snorkel off a reef, I was lucky enough to see a couple of green sea turtles and followed them whilst they fed, in all it is around a 12-13 hour day.
If you get chance when in Mombassa, try and go the Haller Park (just down the road from the Hotel), you get to see Giraffe and other animals up close.
Have a great trip, If you need any more info just ask.
regards,
Martin