Is the same as traveling anywhere. It will depend on the activity. If you are sure about one activity, book it online directly with the operator. Punta Cana is very spread out, so you will be wise to use the transport provided by the operator of the activity. This means many times it is more practical to book activities that are offered at your resort or nearby, and you can do that at the resort where you can choose the activities from the activities desk of the tour operators. Of course browsing online you can find other activities not offered by your hotel. But check with them about transport, because taxis can be expensive in Punta Cana. There is public transportation, but it will not pick up inside the hotels.