I use a 20D in a Subal housing at present and will soon be taking my 40D underwater when my housing gets here in the next few weeks.
Lens to look at and are popular with a lot of people are:
Macro - Canon 60mm and Canon 100mm macro lenses and Tamron 90mm macro lens. I've used all three and the 100mm is my favourite but for someone starting out I would recommend the Canon 60mm macro as it easier to use and more versatile.
Wide Angle - Canon 10-22, Sigma 10-20, Tokina 12-24 and Tokina 10-17 Fisheye. I have both Tokinas but the 10-17 Fisheye is definitely my favourite now. The first three lenses I mentioned are rectilinear lenses and require the use of large 8" dome port for best use. The 10-17 fisheye is much more tolerant of smaller domes. I've used it behind both 6" and 8" domes and can't see any difference in results, so a smaller cheaper dome is a possibility with the 10-17.
Good all rounder - Sigma 17-70 is my choice here, I have one and love it for scouting out new dive sites where I don't know what I will see or for those dives where I can't make up my mind on whether I want to shoot wide or macro. It is also a good small to large fish lens. It gives a range from medium wide to about 1:2.3 macro in one lens.