Martysnyderman.com is a great site for learning uw photography. It is geared towards rangefinder film camera systems, but the fundamentals are the same with digital. I found the course very useful, and I shoot an underwater SLR.
Re: choice of housing
You picked a great camera to house, and you've got lots of options. If I were housing a CP5000, I'd give serious thought to the Tetra 5000 from Light and motion. I'm not crazy about slave type systems from Ike that don't hardwire the strobe to the housing. Should make for easier maintenance due to fewer orings and electrical connections, but I've found slaves very unreliable. Ikelite does allow you to hardwire this camera for TTL control, but so will the Tetra 5000. I think the advantages of the tetra will be 1)bulletproof aluminum housing, double oring seals, small size with full access to controls, and the ROC strobe lighting system - I have this system on my Titan housing and it is great. Basically it gives you fully manual 12 levels of control when hooked to any strobe. I don't know why noone thought of this sooner! No other mfr offers this level of strobe control in a housing.
The only potential downside I see to this housing may be the port, but you'll need to talk to Light and Motion to see whether they will support the 19mm lens. Also, the housing has not released yet, and they suspect late summer.
This housing/digicam system will be awesome. I must admit that when it announced to be in the works I hedged on puchasing my more expensive Titan housing.
Speaking of expense, this may be one of the more expensive CP5000 housings on the market. Aluminum is not cheap, nor are the r&d teams of housing mfrs.
The original tetra for the oly xoxo series cameras, expensive though it was, has been the workhorse of digital photography for the last few years. The housings have held up exceptionally well, and I've yet to spot one on ebay for under $900. They held their value because of their rugged materials. The same will be the case for the 5000.
Fortunately for you, the CP5000 will have more quailty custom housings available than any digicam I've seen. Look for durability and a reputation for customer support, full access to the camera, and TTL in addition to flexible manual control. Ikelite, Aquatica, and Light and Motion are the mfrs I'd look into most diligently.