Or maybe the best thing is to do is white balance underwater as needed. If you are using HID/HMI/5600K/Daylight lights (which you should be) then in the end this is the best solution.

Adding filters to camera lenses or to lights drops the light output by at least 1-2 F-stops and we all know that our HD u/w cameras need light and lots of it.

In the above water world when I'm shooting for Discovery, Nat Geo, etc. we balance for out light source (the sun, HMI's, tungsten, etc.). I may use a warming card but that's it. The same principles apply to lighting and white balance underwater with the caveat that it takes a lot of light to do almost everything. Shooting u/w always involves compromises and adding filters and gels doesn't substitute for good technique and quality control.