We've done the helmet dive in Cozumel. It was great! Beautiful, clear water. They feed the fish while you're down there. The fish surround you. Amazing experience. I wish it could have lasted longer.
You get in the water right off the dock by going down a staircase. The one we did had changing rooms, lockers, and let you use their water shoes/boot things. They, of course, offer you pictures and a video of the whole thing. The video guy did a really good job. We bought ours. It was way over-priced though.
I did an extended review on tripadvisor dot com if you want to read it.