I used an S95 based system for several years and loved its capabilities. I've listed the main components I used below:
Canon WP-DC38 Case
Official Canon housing for S95
Heart of the system as it holds all the bits together. You have to buy a a strobe mount separately as different strobes have different mounting styles. I opted for the Multi Direct Base IIa to go along with an INON S2000 strobe and INON strobe arms.
Used to hold the wet lens to the housing. It's a bayonet connection rather than screw in. Much easier to use when swapping lenses underwater.
A connector for the strobe optical cable which attaches to the lens mount base. Also comes with an optical cable and the INON Clear Photo system (I'll give more details on this later).
Wide angle lens. It's definitely worth getting the optional lens hood as well as this helps protect it. You can also get an optional dome lens for this to widen the angle of view. I didn't have one, but it's well worth considering it.
Close up lens. I didn't use this much, I couldn't get to grips with the technique
As I said earlier, I used an INON S2000 strobe fired by an optical cable. Very nice compact strobe, and highly praised by many people. My only niggle was that the switches are very small, making it awkward to change settings with thick gloves on. Great for travelling as it weighs sod all.
The system uses a very dark bit of film to cover the camera flash, but what gets through is enough to fire the strobe. With the S95 it's not actually possible to stick this to the pop up flash, so I stuck the bit of film inside the housing in the area of the flash. I did, however, need to put duck tape all over the front of the housing to prevent light spill through the clear plastic.
One thing worth mentioning, the Canon housings are non serviceable, and eventually start leaking, or having buttons sticking. Both happened to me after 3/4 years of use. If this does happen to you, don't be tempted to buy a third party imitation on the WP-DC38 housing. I've ran in to several people who had done so, and all had major problems with buttons/dials not working and O rings failing. They may be a bit cheaper, but are a waste of money in the long run.
I assume you are UK based going by the flag under your profile. If so, it's well worth contacting INON UK to go through all the bits you may need ===>
http://www.inonuk.com/
It's run by Steve Warren and Lisa Collins, both very experienced photographers, and very nice people who will bend over backwards to help you out. I believe they are the main importers for INON in the UK (could be wrong here), so it's well worth making purchases directly with them. INON generally don't allow "deals", so you won't get better prices at random web sites, plus the post sale service if fantastic.
Come to think of it, if you are UK based, where about are you? I'm just north of London, and still have most of the bits I've talked about. If you're reasonably close, we could go through it face to face.
Bob Dobson