Chuck Tribolet:
You may not need the ladder. Depending on gunwale height and your coordination,
you may be able to just climb in. I have low gunwales and a ladder. I guess that
says something about my coordination.
Tieing the anchor to structure isn't worthwhile. Check the anchor at the beginning of
the dive. No problem.
I don't leave anybody on the boat.
Depends on the boat how far you can go. I've had my 17' CC to the Farallones (39
nm one way).
The Gulf is very different than the Pacific. Rather than the long large swell and very stable (meteorologically) air typical of the California coast, we get short period chop and pop-up severe thunderstorms that can take the sea from flat to furious in 'bout half a heartbeat. Low gunnels in the gulf is a good way to find the worst thing you can find on the bottom... your boat. (unless you have an "unsinkable self bailing" one like a Boston Whaler) As for a ladder, a good strong one is sure nice, but on a small boat you can usually do without one and use the motor and a couple of transom mounted steps (unless it's an inboard, of course).
Our area of the gulf is prone to eddying currents that can be unpredictable and pretty severe... make sure you have plenty of chain and scope on your anchor - a Danforth (or Danforth clone) is the way to go with our type bottom.
I like to use a "down line" on the site, and to anchor upwind/upcurrent a bit, so that the downline and anchor line cross (or are very close to each other). If there's appreciable current I like to run a poly "no-swim" line from the anchor line to the stern - something to pull down with instead of having to wear yourself out trying to swim against a current you can't beat.
I always use a trail line. A ski rope will do.
We'll dive with everyone in the water if conditions are very benign, but it's always - always - better to have a tender who can drive the boat. With that in mind, you should have a float on the bitter end of the anchor line so you can leave the anchor and come back for it if you need to leave the anchorage and go get someone in a hurry.
If you don't have twin motors, at least get a kicker you can waddle back in on should the main engine fail.
Others have covered most everything else I can think of...
Rick