Water activities are very popular in Rocky Point. There's parasailing, jet skiing, boat rides, sunset cruises, and fishing charters. Don't forget -- Rocky Point was and still is a fishing village. If you weren't brave enough to hire a charter boat to go out and get your own seafood for dinner, fresh seafood is for sale at the malecón (pier) in the Old Port part of Rocky Point. Bring an empty cooler with you to bring back fresh shrimp.
You'll be paying by the pound, so don't let them weigh the shrimp with ice. Understand that the scales used by some vendors might not be accurate. You'll just have to live with it unless you feel like carrying your own one pound standard in your pocket to test the scale. You might not be getting the bargain of the century, but you'll get some great shrimp.
Tip: Bring some freezer bags with you to make some smaller lots if you'll be freezing some of the seafood before you return to the U.S.