I'm new at diving, but having spent almost 5 years total time on Okinawa, I'd like to throw my 2 cents in.
Okinawa has approximately 10 full-service military-owned dive shops. By full-service, I mean they do full rentals, they have extensive gear sales, custom-fittings for suits, charter services, gear service by qualified techs, etc.
As for prices, generally they are comparable to discount sites on all major brands. They usually have gear models from newly-released to two years old. Most of the employees are either non-military, or they are retirees that fell in love with the place. They don't work on commission, and they don't hard-sell anything. When I was buying my reg and BC, I told him I was a brand new diver, and looking for basic equipment. That's what I got, and while it wasn't the cheapest stuff in the place, it was below the mid-range mark.
Something unique about the dive shops that I just found out yesterday. There are two or three big sales each year. The way they run sales is like this:
The regional AAFES manager (most likely someone based out of Hawaii) calls the store and says, "Hey, y'all need to have a sale next week. Pick out what you want to put on sale." Talking with the manager of the store at the base on which I'm stationed, he asked me and my dive buddy, "So, if you wanted to buy some gear cheap, what would you like to see on sale?" My dive buddy hasn't bought his gear yet, so he pointed out EVERYTHING he needs to get. Regular price for everything would be in the vicinity of $1000 (BC, reg, octo, computer console). The manager told him that if he waits, he'll make sure he doesn't pay more than $600!
Finally, something about military exchanges. The whole concept behind a military exchange is to get goods to troops where they need them. In wartime, this is getting hygiene products to the frontlines, no matter what condition. In peacetime, this means operating the exchanges on a network basis. If, say, an exchange in Okinawa has the regulator you need, but you're in Hawaii, you can call the exchange in Oki, pay for it over the phone to lock in the price (because, yes, some exchanges will mark up stuff), and have it delivered for FREE to the exchange in Hawaii.
If anyone is interested in the numbers for the military dive shops in Oki, let me know. Or, you can Google "Tsunami Gear", "Kadena Marina", or "Torii Scuba Locker", and that should get you the info.