My wife and I are vegetarians and we had no problem getting plenty to eat in San Pedro!
Jambel and Ali Baba have already been mentioned and were fantastic. Also had good vegetarian dishes at Caliente, excellent cheese pizza delivered to Cholo's sports bar while watching the World Series last October, and black beans and rice at some place I don't remember the name of.
Don't even worry about it, you're not gonna go hungry!
Oh, I almost forgot. You've got a couple good options at Blue Water Grill too.