Stores won't sell you air tanks unless your certified, and most dive masters won't take you diving to the really good places, either. So you'll need to find an instructor and certification agency. Consult your local dive shops, YMCA and independent instructors (assuming you want to get certified close to home, rather than while on vacation). Check out the websites for the National Association of Diving Instructors (NAUI) and the Professional Association of Diving Instructors (PADI) to find contact info for courses in your area. (See Resources.) These are the two biggest certification agencies, and their sites provide plenty of information about certification courses close to you. Then comparison-shop based on recommendations, price, class size and length.
It's important to find a qualified instructor, because you will be paying this person to teach you skills you may need in life-or-death situations. When you contact certified dive masters, find out what agency he is certified by. Ask him about his experience, philosophies and teaching style. For example, is he willing to give special attention to someone who is having trouble? Is he able to translate technical knowledge into memorable layman's terms? Does he challenge students to master skills, rather than just passing everyone?
Prices of certification courses often range from $100 to more than $350. There is such a broad range because different courses include different things. It's essential to find out every last morsel that is included in a course, because that $100 course can end up costing you more than the $350 one. Ask about textbooks and dive tables, log books; equipment (students usually provide their own mask, snorkel, fins and booties, but rental fees for other equipment--like B.C.'s, regulators and tank--are usually included); boat fees; open-water dives; and the certification card (including picture).
Ask about class size and length. If you can't afford private or semi-private lessons, find out the maximum size of a typical class. Remember, smaller classes mean more time spent with individual students, which leads to safer diving. The instructor-student ratio should ideally be no more than 1:4. Is the course a 3-day weekend crash course, or is it an intensive eight weeks of classroom and dive time? Although you may be in a hurry to get certified before a vacation, and the shorter courses are probably cheaper, do you really think you can absorb all there is to know in three days, while you know that others take a full two months to learn the same skills?
There are many agencies around the world. However, in the United States, the two you should concern yourself with are the NAUI and PADI. These two agencies have different philosophies and methods of training. NAUI is a not-for-profit agency, founded in 1960 and based on educating qualified divers. PADI is a for-profit agency, founded in 1966. PADI takes a marketing approach to diving, which has been quite successful and has made them the largest and most recognized certification agency in the world. PADI offers shorter courses than NAUI, with more levels--which may lead divers to falsely believe they are at a higher level of proficiency than they really are. PADI and NAUI use different dive tables. NAUI's dive tables tend to be more conservative in terms of the allotted Surface Interval Time. Ultimately, what is most important for your training as a good diver is your instructor, rather than the certification agencies she is affiliated with. But with all else being equal, go with NAUI.