As a diver I would agree with Grumpy - if it's just for hull cleaning or anchor checking or mucking around in relatively shallow water whilst around the boat, go with hookah. Scuba diving is a very cool activity but it has more potential for danger; most divers never dive alone due to those risks and solo diving is considered foolish. I would not recommend diving on your own until you've done quite a few dozen dives and further training (certainly Advanced but preferably Rescue). I've seen divers who've done two courses in a row in Asia (technically they'd be called 'Advanced Divers') and a dozen or two dives and are terrible divers, quite out of control and a risk to themselves and their buddies. Those people diving on their own would be suicidal.
Diving off a sailboat is a little trickier than off a dive boat or off the shore due to the high freeboard and the weight of the gear (tank plus weights plus wet gear). You wouldn't have any of that with hookah, except a weight belt, and it would also be cheaper. If you get a hookah setup, hopefully you can get one that two people can dive with. If I was a sailor first I'd be going with hookah, but I just happened to learn diving earlier. Don't dive much these days - it's hard to have more than one expensive, time-consuming hobby!
Of course, if you want to dive in order to do scuba dives for pleasure then go for it; it's an awesome thing. You can see some amazing things (here are some of my photos -
www.flickr.com/photos/weedyseadragon/sets/72157614437444729/ ). But I'd do a Try Dive with a centre ('Padi Discover Scuba Diving Experience') first to see if you like it.