Because the underwater drop off is so close to shore in many areas, Cayman has a number of great dive sites that are accessible directly from the shore. This means certified divers can rent tanks and gear and go diving on their own schedule, independent of a group. However, the usual rules still apply so make sure you go with a buddy, and do not dive without the supervision of a divemaster if you do not feel confident and experienced enough, let someone on shore know where you have gone and what time you expect to be back.
Most of the shore dive sites in Grand Cayman have on-site dive shops that offer gear and tank rentals. For the more adventurous diver looking to explore dive sites that don't have facilities, gear and tanks can be rented from Divers Supply and Eden Rock Diving Center. Only Eden Rock offers outside Nitrox tank rentals.
In Little Cayman some sections of the legendary Bloody Bay Wall are accessible directly from shore.