Ventotene, part of the Pontine Island chain not far from Naples, is where the first Roman Emperor, Augustus, banished his daughter Julia for sleeping around. It is now a beautiful getaway island, which features great SCUBA diving and snorkeling. See the Ventotene Wikipedia Page for more; Wikinapoli's Ferry information will tell you how to get there (SNAV ferry from Gaeta).
Ventotene Diving Academy
The owner, Antonio, offers all PADI certifications; you can often get a basic open-water certification in a weekend! Antonio's parents own a hotel on the island, so contact him for a special hotel-plus-dives deal. The hotel includes breakfast and dinner.