I always recommend that people buy dive insurance. The costs of diving related injuries are usually pretty high due to the unique nature of the injuries and the fact that in many cases the injured has to be evacuated to a facility that is able to offer proper dive related medical care (hyperbaric chamers). Most plans are under $100 (some for as little as $25 or so) it’s a small price to pay just in case your HMO says they won’t cover the expenses. The problem is that it’s not easy to choose which company to insure with and then which plan offered by that company that makes the most sense for you and your diving. Rodale’s Scuba Diving has a good article explaining the pluses and minuses of various dive insurance plans.