The purple jellyfish are Man-of-war, and their sting can really make you ill, so stay away from them! They are pretty and interesting, but not fun to be stung by.
When we were there first of March there was a "bloom" of the thimble jellyfish (pica pica), and there were billions of them. We were up north, and their numbers were quite impressive near the shore. But I was told by a local that sometimes the entire water out to the reef is brown with them. There has been quite a good discussion of the pica pica here on the board in the past... how to avoid them, and how to treat if you get into them. Do a search if you want to know more.