Craig is on the money with his advice. Best not to combine filters with strobes. But can be nice with available light on film.
Remember to have the sun behind you and shoot with a horizontal or even slightly downward camera angle. Oh, and make sure your own shadow isn't in the shot. I have made that mistake 1000s of times! Often best close to midday when the sun is nice and high.
A simple way to start is in waist deep water (such as on top of the reef at Sipadan?) where just a 5CC or 10CC filter will be nice. Here is an example shot taken with the 16mm and F100 in G Cayman a few weeks ago. I used a 10CC Red on the back of the lens (cut out and placed in the filter holder). Film EBX 100.
Alex