Once you reach Alabama, you can shore dive at the Whiskey Wreck in Gulf Shores and the Perido Pass in Orange Beach. The Whiskey Wreck is pretty covered in sand though from reoports I've seen on here. The Perdio Pass might be having dredging done also... so it's hit or miss. For both of these sites, I suggest sending a PM to SupRBugMan, the local resident shore diving expert for that area on Scubaboard. He can give you the "low down".
As you reach into Florida you can shore dive at Pensacola at Ft Pickens, however the road is out due to last years hurricane season. But something to keep in mind for the future.
Since you're from Eglin, I'd think you'd know about East Pass in Destin and shore diving there. They are dredging in that area also though. Crystal Beach Pier pilings is a somewhat decent shallow water location, but last time I was in the water there (May 2005) you didn't need scuba gear as it was very shallow compared to other years. (Due to sand off the beach I guess).
Hope that helps. I'll let someone else hit the other states (Louisana, Mississippi, and Texas)