Wednesday, as early as possible. If you can get a red-eye to arrive early, customs is very light, super fast. Traffic is light, and the resort will give you your wristband as soon as you arrive. Room later, but you can hit the pool and enjoy the resort. It's like getting an extra day at the resort.
We've arrived almost every day of the week, there isn't a big difference from one day to the next unless there is a theme or foam party you are looking forward to. Otherwise, all days are the same in Cancun! I do prefer to get an early morning flight from home and get there early/mid afternoon.
We like to arrive around noon. It means a 6am departure (leave the house 4:30/5) which is about as early as possible for us without pulling an all nighter and ruining our much needed sleep. It means we get to eat right at arrival which I prefer over airport food and a chance to settle if our room is ready before heading out to the pool around 2. Leaving I prefer the 4pm flight out which gets us home around midnight but allows for a few more Resort hours to relax in the morning. I never care about what days or themes we are there for but do love to try to overlap with friends if possible
Because of flights available to us (pre-COVID), on our first trip we arrived on a Thursday evening, just around 9pm. We both enjoyed it as the resort was quiet (with everyone taking a nap or having dinner) and allowed us to get checked-in quickly, have a few drinks and head straight to Bash for the party! The airport was also really quiet at the time we landed and traffic in Cancun wasn't an issue at all so our transfer with USA Transfers was very quick.
Due to the work schedule we "like" to leave on Friday mornings (playing hooky from work that one day) and get on the ~9 am flight to Cancun from H-town, which puts at the airport in Cancun at ~11:30 am, then through baggage claim and stuff and we get to TTR or DRM at about 12:45 ~ 1:00 pm. After our first trip, being newly-minted veterans, Stacia started packing a bag with our swim-stuff (she puts her micro bottoms in the pocket of my trunks), some flops, sunglasses and sunscreen and we are Sexy Pool Ready about 3 minutes after check-in, Room ready or not.