How about Jordan? I am pretty well travelled and have been to many exotic places and absolutely loved Jordan. It's fun, adventurous and beautiful! Petra, Deadsea, Wadirum, etc there are just so many things to do. Or as someone suggested, Dubrovnik is a wonderful place. Not sure if it'll be warm enough for swim in May but it's gorgeous and you can swim in blue sea and do dive jumping! Or you could try Mediterranean cruise? Or how about Dubai or Abu Dhabi. Not personal favourite but a lot of people seem to like it.