For your information, there is quite a number of local dive shops offering training and course for first-time divers. I just have finished my dive trip in East Malaysia (Sabah). The dive sites include those near Sipandan and Mabul Island where you can see big fishes (such as turtles, hammer-head shark etc). Also near the Mataking Island, you can see a lot beautiful small fishes. For my dive in Mataking Reef Dive Resort, they offer dive trip and training course for first-time divers. The cost of a training course for open water dive is about $1000R (~HK$2000) up to 19 July. Details can see the following website.
You can also contact the following dive shop they offer local and oversea dive course and trip. Wanderlust Vacations Company Ltd at 28682268.
I got my license in HK but my experience is the visbility under water in HK is about 8~9 meter (the best) where in Sipandan is about 20~22m), in Mataking is about 18~23m.
I hope the above information may help. When you do know the scuba diving, you will find it is one of the best activities you will enjoy most. If you need any further information or about my dive trip in Mataking Island, you can post it on web.