While a GoPro is a great video camera for recording your dives (and re-living them later) I find they lack in the photography department.
Personally, I dive with a Canon G-15 in a WP-DC48 housing, with an Inon S-2000 strobe. This setup is right around $1500 including the tray and sync cable.
To get the color back in, you'll either need to adjust your white balance (meaning this should be an option on your camera), use an external strobe, or a combination of the two. Light naturally gets filtered out by water, and your camera can't add it back in. Only way to do that is with an external light source like a strobe.