Underwater macro photography is somewhat easier to get the hang of than wide angle. So it might be a good start into underwater photography, whether you have a DSLR, a 4/3 or compact camera. Personally I never really felt the urge to get into UW macro photography. Some nudibanches and pygmy seahorses are superb, I must admit. But after seeing hundreds of perfect nudibranches and cleaner shrimps with a nice bokeh I tend to loose my interest. Of course, with limited visibility macro photography is the only available option. Like in the cold dark and murky waters of the Netherlands. Most standard macro lenses give you up to 1:1 (image to object) ratio. The depth of field (DOF) of a macro lense is very limited, wich helps in creating a sharp image of your small object against a blurred background ('bokeh'). With super macro, depending on your lens combination, you can usually get a ratio of 2:1 or greater. Without going into much details, a wet diopter lense stacked on your primary macro lense seems to be a good way to achieve this kind of magnification. This will further reduce your working distance.
In dark water you need a focusing light to light up that little gobie, blennie or nudibranch and see if you can get its eyes or rhinophores sharp in focus. So ideally, the most interesting part of a fish (eyes) or nudibranche (rhinophores) should be closest to the front of the lense. You can use either autofocus or set focus manually at a fixed distance. Which means that you have to make slight movements with your body and camera to achieve that ultimate sharp focus. And the background black or out of focus (say: aperture max 5.6 and low strobe setting), to let you little colourful object (or a least its most frontal parts) 'jump out' crisp and clear. The limited DOF implies that the more distant parts of your object (like its pectoral fins) will already also be out of focus. Given the short distance to your object you dont have to worry about backscatter. And you will have your strobes already in the right position, that is close to the housing and pointed inwards. A little slave strobe could also work, if you can set it up near your object. This will bounce back the light of your primary strobe from a more lateral position. A regulator with bubble output coming from your back would be very helpful, like the old Royal Mistral. I think it is still sold as vintage.
As said, a problem of macro shooting is that because of the limited DOF important details, even those that you were focusing on (like the eye), often do not come out as sharp as you liked. If your little goby or pigmy sea horse is patient enough to let you shoot along, you sometimes get away with it by picking out the best of your series. If you possess a fish-eye lense equipped with a mini dome you have CFWA (close focus wide angle) or even WAM (wide angle macro) as options for getting very close to a small object (even on a 1:1 scale). In addition, the large DOF of the fish-eye helps in creating an image with a natural backgound that is also in focus. Not so easy, because you must find a suitable (often) upward angle to get your little object loose from its colourful (blue or green) background. See for a nice example the front page of Peter Rowlands magazine UWP84 (picture taken by Alex Tattersall).
With this technique it is crucial to pull your strobes close and slightly backward to the housing to avoid the strobes or strobelights flare to become visible in the edges of your image.
The snoot has become a popular tool to get better control of the lighting of your subject. Basically its a tube attached via a mounting plate on your strobe that reduces its beam angle. A narrower beam angle will isolate a particular detail of your subject and also reduce the back scatter of particles drifiting close to your subject. The width of the light beam can be controlled by varying the exit or entrance aperture or the length of the tube. A snoot may consist of a simple straight home-made cylinder, or made of fiber optic material allowing you to bend the tube. see:http://www.divephotoguide.com/underwater-photography-techniques/article/underwater-snoot-photography Some firms now even make mounting plates on the strobes that accept up to 2 fiber optic snoot arms, turning one strobe in two mini strobes. See also the strobe positions section and strobe positioning