Here's your chance to see a waterfall crashing down a cliff, straight onto the rocks and into the ocean. El Chorro Waterfall is the pièce de résistance of Playa Cocolito, which is itself pretty irresistible.
It's a hot, two-hour, 12km hike from Montezuma: leave at sunrise to spot plenty of wildlife along the way. Alternatively, this is a popular destination for horseback riding. In any case, be sure to bring water and snacks as there are no facilities here.
The waters here are a dreamy, iridescent azure, with pink rocky cliffs creating two inviting swimming areas. It's far enough from the action that you are likely to have the place to yourself.