If you want to travel to the south coast, Treasure Beach area, you can take a boat from there to Black River and/or Pelican Bar. I've done that boat trip about 8 times and only didn't see dolphins once (it was near sunset...maybe they were done being near shore?). On every other trip they've come right up to our boat. Our captain cut the engine and they just played with us, swimming under the boat and popping up on the other side, close enough to touch, swimming along with us, sometimes jumping. Some of the coolest experiences I've ever had in JA.