I don't know if Central America/the Carribbean is up your alley, but the Bay Islands of Honduras are a great place to learn to dive. The island of Utila was once the cheapest place in the world to learn to dive. With all the attention drawn to the island, I know that it's no longer the+ cheapest but definitely +amongst the cheapest. But don't worry... the price you pay does not reflect the quality of instruction at all. Utila is accessed by ferry from the port town of La Ceiba (I think around 3 hours from the main international airport in San Pedro Sula). I think you can fly directly there too.
The island is quite a bit of fun too... a real "diving island"... everyone there works for a dive shop or is there taking dive classes. Lots of cool restaurants and bars... mostly English spoken. Most of the dive shops include free accomodations (dorm style) while you're taking classes. You can upgrade quite cheaply to private rooms or even luxurious accomodations.
We went with Utila Dive Centre. We had a great experience and loved our instructor. The dive shops are so large that they can basically run courses to suit your schedule. Utila Dive Centre had fun bbq nights and provided free accomodations at a really nice hotel that had a great pool. I heard from many others that they were also really impressed with other dive shops.
Utila is home to migrating whale sharks (harder to spot these days... but they were seen while we were there). There are lots of other great things to see too. I would highly recommend it.