Don't buy ADO tickets online, I don't believe they accept non-Mexican credit cards. Just use the ADO website to figure out the schedule and price. It's easy enough to buy any ticket at the ADO station in whatever town the day before (or even the day of). I typically buy them a few days in advance at the main ADO station in Cancun. I don't know if there are direct rides from Tulum to Merida, or whether you'd have to go through Cancun. I've been to Merida a few times and it's very easy to get there from either the airport or downtown Cancun. Same with Tulum. The first class ADO buses are the best, they're very clean and comfortable. Downright luxurious.
I would buy tickets directly from ADO on the ground (in whatever town you're in) instead of some third party site. Like I said, there's really no need to buy in advance since you won't get a discount anyway (unless you have a Mexican credit card).
PS. I f you ever get the chance, stop in Vallodolid. It's a lovely small colonial town, like a much smaller version of Merida. It's halfway between Cancun and Merida. Izamal is another small lovely town, all in yellow. They are called Pueblos Magicos in Spanish.
As for things to do, check out Yucatan Today. They will post something about Day of the Dead activities in a future issue.
http://yucatantoday.com/?lang=en
