Believe it or not, Utah has quite a bit of diverse diving available. It ranges from drift diving rivers, to natural high alpine lakes, to red rocked reservoirs. You won't get the 100 foot plus visibility of the tropics, nor will you get the warm waters, but there is much to be found.
I enjoy a combination of photography, camping, and catching crayfish in the waters of Utah. Just be prepared with your altitude tables, and a wetsuit (and quite often a hood), because Utah is an alpine state.
For more information about diving and diving instruction in Utah, visit Dive Utah at their web site. Or for another perspective on the diving spots in Utah, try http://www.utahdiving.com/ .