If you want the best of both I would say you need to go to Orlando or maybe Tampa. At either location you are not more than 3 hours from reef or cave. I live just out of Tampa and I can be in cave country in about 2 hours or so and West Palm in about 3. Not to mention some pretty killer diving over here in our neck of the woods.
Schit! I'm going to have to start paying serious attention to this thread... my lease is up next spring.