I guess you'll need housing, and strobe, and some kind of arm to hold the strobe, and let you point it in various directions. Perhaps a small uw flashlight, rigged up to use as a focus assist light, when you get down deep, or at night.
I just ordered a sea & sea ys110 strobe from Ryan at reef photo & video, to use with my sony V3, and ikelite housing. The nice thing about this strobe is that it can be optically triggered, and can follow and duplicate the pre-flash for P&S digicams, and can still be wired up to use with a housed SLR if you ever want to do so...
Reef photo is one of the sponsors of this site, and Ryan knows his stuff. Might be worth checking out their site, and calling them.