I just suck up the airfare. My apartment, truck, unlimited air, and the diving freedom are cheap so I splurge on the fare. I'm lucky in that I travel solo. If I had to pay airfare for 2 or more it would quickly become prohibitive.
I'm currently doing one way Delta to Bonaire (7+ hours, 1 stop), Bonaire to Aruba on Aruba Airlines (nonstop), staying on Aruba a few days (go through customs there), and then Southwest to Albany (7+ hours, 1 stop). I will never book with United again due to cancelling my route and sending me through Newark to Huston to Chicago to Washington DC to Bonaire (from Albany NY), changing my return flight to require an ovcernight in Newark, and other idiotic re-routes through Huston several other times.
I'm also going to try flying to Ft. Lauderdale and driving to Key Largo. Non-stop round trip from Albany is under $200. The accomodations and diving will be more expensive but I think a week will be comparable or less than what I spend on a Bonaire trip. Videos look like there are tons of fish and that's what I like to look at. Being a non-stop flight and no customs might make this my go to trip.