The first question you should ask yourself is whether you want to live on the East or West Coast.
West Coast:
Southern California has both good spearfishing and lobsters (sans claws). The water is cold, so a wet suit or dry suit is required. The California housing market is pretty expensive right now. You could get a place for $800K, but it might not be on the beach or close to a Marina. San Diego would be a good choice. One advantage of buying a home here is the low threat of severe tropical storms, which is nice if you are living on the beach. However, as I am sure someone will chime in, we do have earthquakes.
Northern California doesn't have lobster season.
East Coast:
You could either go North or South on this option. The North is colder and the vis is lower. The South is a better option for warmer water and cheaper houses. However, the farther South you go the more chance of bad weather. I think the housing is more expensive once you get down to Florida.
I am sure that more knowledgeable people than I can provide more indepth details on these regions.