As with any underwater photography, the more light, the better, as the deeper you descend, less light penetrates through. There are webpages that detail which colors you will lose first. You'll notice that there are a lot of red-type filters because that's the color that is lost first. With a non-GoPro, you might find the filters lacking in availability. Having a light is probably your best choice. The light will allow you to have a full spectrum of light so things won't get tinted heavy blue or green.
As for shooting photos, hopefully you're going to shoot video, as even with the GoPro, there's shutter lag; that is, there's a delay between the time you press the shutter button and when the shutter actually triggers. You practically have to press the button /before/ the shot you want.
Going deep also means low light situations, where the camera as a tendency to open the shutter longer to gather more light. This means your pictures may come out blurry. Having a bright light source will keep the shutter speed fast, so you won't run into long exposures.
With an action camera, it seems your best bet with getting good photos is to shoot video and extract the frame after-the-fact... or stay very, very still and take the photo.
