I would try Hotel 9 which is a fair distance to the south of Cocal but is very 'guest' friendly and have a great staff. I'd also suggest checking out Morgan's Cove. They are more of a family resort kind of place but do allow 'guests'. Copacabana is a swinger hotel with small rooms for a large price, but it does have the nude pool and is another very 'guest' friendly place. Cancions del Mar is an all-suite hotel so a bit pricey but another that is very 'guest' friendly. If you can find another guy or two, there are a ton of condos that will allow 'guests' as well but can be pricey if you are by yourself.
You can also find a review I did on Morgan's Cove with photos at
viewtopic.php?f=23&t=47306On Croc's, last time I ask face to face over July 4th weekend, they told me guests were ok but had to be accompanied at all times...they frown on unaccompanied guests and won't let them hang out in the casino or around the hotel like Cocal does. I also called them for a client less than a month ago and they told me over the phone guests are OK.