I don't think it is personally ethical to patronize aquariums, zoos, or other places that have animals there solely for entertainment. I do not have the same qualms about places that are animal rescue centers or sanctuaries that have some visitation hours for fund raising, and whose primary focus is still rescue or sanctuary.
SeaWorld (TM) is not once such franchise. I would not go there.
However, it is always up to you, as Fredrik stated. What the heck does it matter what some yokel on the intertubules tells you?
"The worker has the right to leave his boss, but can she do it? And if she does quit him, is it in order to lead a free life; where she will have no master but herself? No, she leaves to sell herself to another employer. She's driven by the same hunger. Thus the worker's liberty is only a theoretical freedom, lacking any means of realization; an utter falsehood."