I have only dived in a local ymca pool and the Blue Lagoon just north of huntsville, tx. blue lagoon is nice because the water is so clean, used to be an old quarry. sadly after about noon'ish all the swimmers and divers stir up the silt and it gets hard to see, but get their early water is cool not hot and you can see a good ways. they also have sunken boats to explore and platforms you can sit on and stuff at the bottom.
I have heard Cozumel is like a mecca for divers... never been but always wanted to.