If you're looking to cut costs, there are a number of places in Africa that offer yoga / meditation retreats in South Africa, Mozambique (I hear there's really great diving here too!), and other places. Even if you spent more day-to-day (and I'm not entirely sure you would) you'll save on flights. Otherwise, the places you've listed could be really great. Other options to consider would be Nepal or Tibet - you won't get as much swimming there, but there are the Himalayas! Bali, Vietnam or Indonesia might also be good options.