Naples and the surrounding area offer a number of great SCUBA diving locations:
Sumberged Park of Baia - this underwater park contains a number of fascinating Roman ruins that are now underwater due to the volcanic lowering of the land. Portus Julius, the old Roman port near Arco Felice, is shallow enough to snorkel in.
Ventotene - one of the Pontine islands, accessible by ferry
Palinuro - on the Cilento coast, 2-3 hours from Naples
SCUBA Diving Elsewhere
MALTA
RED SEA
Best time to go is during the Fall (September - November)