Nothing more to say about Capitan Cook. If you want to prove it, don't buy the package that your tour operator will try to sell you. I think it's much better to go there in their free boat and try what you like (lobster is good, also fish.. and Presidente, of course).
Huracan Cafe (in spanish) is a bar on the beach, a good place at night, because it's also a kind of disco .... not really, I mean everybody dance on the sand... (really different from other places, try it...).
As the others posters have said, ask people of your resort, they all know where to go, and "when" (important fact...).
If you want to have a dominican experience, try to catch the public bus (guagua) and travel to Higuey, the nearest village to Bavaro. The cost of the trip is 20 pesos (cheap, isn't it?). Higuey is not a very special village, but at least, you will have the opportunity to have a Presidente in a Colmado, and to walk around. Be prepared to have many locals offering their services to you. A polite "no" is enough for them to leave you alone.. (what about your spanish?? some words are neccesary...)
Feel free to email me if you need more info. And if you want to see some photos of the area (higuey included), you can visit my web site:
www.beatrizweb.com