For Huntsville local diving. Try Rock Divers (
http://www.rockdivers.com). They've got an 8 acre quarry that's about 45 feet deep. Lots of neat stuff to see in it. Vis isn't all that great (10-15 feet), but it's not a bad place to dive. Costs about $18 bucks to dive there. They have tanks onsite.
Other quarries within the area are BlueWater (
http://www.divealabama) in Pelham Alabama (2 hr drive), Marthas Quarry (
http://www.marthasquarry.com) in Lebanon TN (2 hr drive), and DiveLand in Glencoe which is near Gasden (prob 2hr drive). Bluewater has onsite shop so you can rent tanks and get fills there. So does Glencoe, but I've never been there to give you details. Marthas doesn't have anything onsite, so take tanks with you. BTW... BlueWater will be closed saturday Aug 13. FYI before you drive down. Rock Divers is open every day of the week, but they are infamous for closing early. So ask at the desk what time you can dive till before you pay your money (if diving in the afternoon). It's so close to town that people dive there after work often, so you should be able to ask to partner up with someone. Weekends you'll have no trouble finding someone at Rock Divers to partner with either.
As for "local shops", besides Rock Divers, which has a "small" retail section (or shelf), there is SDI (
http://www.sdiscuba.com). SDI has a good selection, but they pretty much charge "list price(MSRP)" for everything they sell. There is also Dolphin Aquatics (
http://www.dolphinaquatics.com). They are sorta out of the city north of town and in an industrial park and not easy to find unless you have directions. Call before you go because they operate weird hours, like they don't open until 3pm and not even by then sometimes. Their selection is kinda "lacking" and prices are high (MSRP or list prices). There is also Dive Sports (
http://www.divesports.com) in Decatur, a quick 30 minute drive. They have a HUGE selection and have prices comparable to LeisurePro, etc or any interest price. Mainly because they operate their own online store that they can keep prices lwo. They'll beat anyones price from anywhere (internet, etc) that you bring them and also have great customer service and you don't get that "dive shop attitude" that you get at other stores often. So a LOT of Huntsville people drive over there for all their gear.
As for "salt-water", it's about a 5-6 hour drive to the gulf. You can dive out of Panama City, Destin, Ft Walton, Pensacola, or Gulf Shores. I'd say that Panama City has the most dive oprators though.
Hope that helps some. -Mike