Which end of KY you live in matters; to the southwest Pennyroyal Blue Springs Resort is a good quarry site where a lot of training happens.
If you use Nashville as your airport, as I do, Southwest Airlines flies pretty cheap to Fort Lauderdale, and no baggage fees.
With a land-locked state, time (ideally a 7-day trip, since that's what a lot of people can get off from work, and it helps pack enough in to make the travel time & costs worthwhile) and keeping costs contained become big issues. It's not so practical to 'just' take a weekend 2 or 3 tank boat trip, like someone in eastern coastal Florida or coastal California might.
You got any dive trips or interests lined up? Over time I've taken to factoring costs into my trip reports. If you want to see my solo trip report for Cozumel, a destination known for both fine diving and good budget options,
check this out.
More on Cozumel.
Another popular option I've read of it Turquoise Bay Resort in Roatan.
Whether you're traveling alone, or paying to make one or more people with you, and whether non-divers are along, makes a big different in trip planning.
Richard.