West towards Valladolid, Mérida
Take the city bus to Ruta 43 (from the ADO bus station), ask the driver to be sure he's going towards la "carretera a Valladolid". When you'll go a little bit out of the city, you'll see a gas station, and not far down the same direction another one. Asking for a ride in either one of them should be easy.
Walk 10 minutes West and there's a speedbump (tope). Thumbing there is also possible.
Places to avoid
Most likely the hotel zone or Cancún in general if you're not up to crowdy beach vacation at all-inclusive resort hotels.