Having stayed at both Cobalt Coast and Sunset House (and CoCoView), I have to say Cobalt Coast/Divetech has better shore diving by far. Not only is there more to see (admittedly, Cobalt Coast doesn't have a bronze statue) but, it's easier to get in and out, and you have two shore diving locations to choose from.
The first location is out from the pier at Cobalt Coast Resort. It's excellent for night diving, too. And far easier to reach than going through the grass and the crud at CoCoView. There is a "mini-wall" close to shore. The top of the wall is about 20'-25'. At night, that's a great place to find octopi and spotted morays. (Also at night, tarpon hang around the end of the dock where you enter and exit.) During the day, I usually see at least one turtle and often schools of squid. The "mini-wall" drops down to the sand at 45' to 50'. From there, coral fingers point the way to the wall, which starts about 80' and drops down to somewhere around 6,000'. The mini wall is a great place to see turtles, porcupine fish, snappers, trunkfish, drums, etc.
Divetech has another shop about a mile down the road and around the bend from Cobalt Coast, at Lighthouse Point. If you're staying at Cobalt Coast or have a dive package with Divetech, they're great about shuttling you and your gear back and forth. Lighthouse Point is at least as colorful and as full of fish and critters as Cobalt Coast. Here, too, there is a mini-wall close in and the wall is about a 1/4 mile out from shore. Lighthouse Point is very close to the Turtle Farm, so it's no wonder that I have always seen at least one turtle on every shore dive there.
Cayman is a breezy place, except during much of the summer. When the waves get too high for shore diving at Cobalt Coast, the water is nearly always much calmer, and divable, at Lighthouse Point. For boat dives, that's another advantage Cobalt Coast has over Sunset House ... more than one dock. Most of the time, you'll dive the north wall, which has some wonderful sites. But, when the weather doesn't cooperate, the boats tie up at West Bay and you'll dive the northern part of the west wall. When that happens, Divetech loads gear into pickups and divers into jitneys and you'll commute a short distance to the dock from the shop.
Both Divetech shops (at Cobalt Coast and Lighthouse Point) have have weights, tanks, nitrox, dunk tanks (separate tanks for cameras and lights), showers and restrooms and all the rest of the stuff you'd expect at a resort dive shop. While neither Sunset House nor Cobalt Coast have quite the 24 hr. convenience for nitrox tanks and O2 gauges as CoCoView, if you plan ahead for a night dive, it's not a problem. Before the Divetech shop closes, my wife and I just get a couple of tanks, check them and log them and put them in our lockers. If you want to dive with air, the tanks are available at any time.
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I forgot to mention that comparing Cobalt Coast diving to CoCoview, I still like Cobalt Coast better. Yes, CoCoView has two walls, which is very nice. Cobalt Coast and Lighthouse have two directions to go on the mini-wall. CocoView also has the Prince Albert. You won't find any wrecks at Cobalt Coast or Lighthouse Point, and compared to the Prince A, the old landing craft at Sunset House is just a wreck in name only. But, while visibility can often be a problem at CoCoView, it is never an issue at Cobalt or Lighthouse. Cobalt Coast and Lighthouse have more variety in fish and critters, too.