With the instant feedback of digital progress can be fast. So concentrate on the basics get close, shoot up, adjust the lighting angle etc. but be sure to play around and have fun too. Sometimes it is the weird experiment that yields the great shot.
Practice and master one type of shot. If you regular dive area is better for macro, start there and master those techniques. Then increase magnification by stacking another lens and try imaging an even smaller subject. Achieving focus will be difficult! But the nice shots you can get will be that more satisfying.
Of course, if you prefer, and conditions are good for wide angle, work on those techniques close focus wide angle, reefscapes etc.
Although we would love to sell you a bunch of different lenses to carry along on a dive, for learning and practical purposes it is probably best to concentrate mastering just one at a time. Now, if you are shooting macro AND you have a premonition that the whale shark will visit that day, by all means take along a wide lens.
Others can give more suggestions, or perhaps point you to some threads on this topic.
-Mark Rupert
Inon America, Inc.