For most of the closeups I use a Canon 550D with a Canon 100mm Macro in a Nauticam underwater housing with an Inon 240Z strobe. Some of the wider shots are made with a Canon D20 compact (which is waterproof).
And I'm only showing you the excellent photos - there are a lot more challenges to photographing underwater than you might imagine, and the proportion of crap to good photos is much higher than terrestrial photography!!! I've been thinking of starting a thread about it in the Wildlife Photography forum, will probably do that once I've finished my Tanzanian safari thread.