Ditto to what others have said. El Paso is a long long long LONG ways from any ocean diving. Even when you reach the coast of Texas, the only diving you would truly appreciate is still about 20 miles out to sea. However, the rigs (and the Flower Garden Banks NMS, when in season--not in winter) and the Texas Clipper are good dives.
Balmorhea is one of those "great dive to enter into a logbook" experiences. Essentially, it's a very pretty site with stunning visibility and some unique features situated in the middle of a desert. Water bubbles from the pool floor from dozens of springs and there is enough life to make things interesting (fish, turtles, diving ducks, crayfish, and even an endangered species or two). It's not very large or deep (max about 22 feet), and from the surface it looks like a glorified swimming pool, but it has lots of amenities (such as hot showers), the water is 72 degrees year round, and to Texans it's like diving an oasis. Not spectacular, but it's a pretty good winter dive when other sites are way too cold for our blood.
It certainly doesn't require a "guide" or anything, but I don't believe they allow solo diving. If you're interested, I'm pretty sure some dive buddies and I would be glad to meet you there for a couple of dives on January 9. I usually bring my UW video camera, and I'd be happy to provide you with a video as a souvenir and sample of Texan diving.
Welcome to Texas!
Bill