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it's complicated and depends on the agency, but I would recommend doing it in the ocean if you are going to be doing wreck diving in the ocean. Deco is wildly different on a line than in a cave, to the point that some agencies are creating a dedicated cert for cave decompression because it does not necessarily apply to open water diving...
I did my course with Dan Dawson at Horizon Divers. He offers an all inclusive course that includes instruction, charters and fills. It made it incredibly convenient. I found his instruction solid and we also had alot of fun in the process. Our final graduation dive was on the Northern Light in Key Largo. A very cool Trimix graduation dive indeed!
If you are eventually gonna go the deco cave route - maybe make sure the bottle handling will be taught in a way that conforms with however you'll be taught in cave. I'm happy with the way I was taught, it works for me and the way I dive but I think they do it a little different in caves.
Maybe this is a little controversial, helium content too - what's right and what's wrong for different types of diving. I seen a "Tri Mix 1" depth class here being taught, four dives; 35, 35 50 and 50% helium here in crystal clear 80 degree water at 150' max depth. Maybe it's wrong to think that but at over $4 a cuft, I really wonder what the value of all that helium being used is - again, different conditions.
the only difference in bottle handling should be doffing them when in caves, but I don't use any different techniques in OW vs in a cave.
Helium content is a personal thing and is irrelevant in terms of what you'll learn in the class. END and gas density needs to be discussed, but I'm not sure I'd use that as a "buying criteria" when choosing your instructor.
In terms of value, I think there is a lot of helium content that is personal and specific dive based. I need 30/30 in Ginnie, Little River, JB, etc, especially on CCR, but I don't need helium on a 100ft drift dive
do trimix in open water, If you can deco properly in open water you can deco in a cave, the opposite does not necessarily apply... You want the experience in open water