I was just in Cabo San Lucas in April. Absolutely gorgeous and the weather was perfect. Not one cloud in eight days.
There's lots of unique shops downtown with handmade swim coverups and dresses, and I'd recommed spending at least a couple hours exploring options there.
If you want to get a couple things before you go, Macy's is having a dress sale online and in stores and they have tons of sundresses and coverups. I needed some cheap sundresses and picked up three for under $60 with a coupon. They don't look that cheap at all! Mine are cotton, bright patterns, and tailored waists, pleated skirts, etc.