In the Gulf Shores/Orange Beach area, there isn't much. There is the Whiskey Wreck, which is easily accessible, and atleast 2 other beachable wrecks that I've heard of(I haven't found these two yet) that are close to shore and shallow, but don't have any public parking in the general area making a small trip by boat necessary.
You can also dive the jeddies at Alabama Point, if you catch the tides correctly.
There are several charters you can contact that will get you to a variety of dive sites offshore.
They were suppose to sink the USS Oriskany this month, however, they are being held up for a few reasons concerning some of the materials left on the ship. It will be sunk a little more than 20miles off Pensacola in about 210' of water.