Suck-em-up... in theory, if you can find the entry point and it's calm and you are used to getting slammed into rocks and willing to risk a trip to the ER if things go awry (I've met two people who had ER visits from dives there - 1 concussion, one shoulder separation, and they were actually on boat dives with an operator who's no longer around and got to close to the champaign bubbles). I'd only do it with someone who knows where an entry is, and I don't know of anyone that does.
Turtle Pinnacle. I've seen people do it a couple of times over the years, involves a 300 yard or so swim across a busy boat traffic area. I wouldn't.
Casa Caves, I've been told it's possible but it might be hard to find the exact right spot to get in... I've known all of one person who's done a shore dive there.
Long Lava Tube, no shoreline access.