In response to your question regarding interesting and challenging sites, a few of my favorite spots are:
Northwest Point - Providenciales
Amphitheatre - The wall drops vertically to an amphitheater formation that is undercut 10-15 feet to a sandy bottom in 90 feet. There is enough clearance to sit on the white sand in the Amphitheatre and watch the aquarium of fish swim by.
Thunderdome - This site was originally part of the televsion program set for a French game show, the Thunderdome was a large steel structure that used to be a full dome that you could swim into. Unfortunately, Hurricane Frances (Aug/Sept 2004) caused it to finally collapse.
Chimney - The swim through is full of sponges and wire coral and brings you out on the wall at around 90ft. At the end of the dive, in the general area of the mooring, a small seahorse has been seen.
WEST CAICOS
The Gulley - The wall begins in about 50 feet and the top lip of the wall is a dense coral reef with many cleaning stations. The gulley gets it's name from the cut in the reef that forms two distinct sections before dropping off vertically. The vertical drop has many undercuts covered in sponges and black corals and long tentacled anemones.
Whiteface (aka The Anchor) - Just north of the mooring is a crack in the wall with a large anchor embedded at 70 feet. As you pass by the anchor drop down to about 95 feet and you'll see a garden gnome tucked back in a grotto.
Driveway - Scattered coral heads that leads into a sand chute that extends down through the reef from 50 feet to a ledge at around 80-100 feet where the wall drops vertically to the depths. There is usually a large Grouper waiting for divers as they start the descent into the chute; he's very photogenic and doesn't shy away from photographers.