cdnangelxo
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With this camera, you are limited to AF-S lenses, and no video. It has the same optical performance as a D90 or D300, with lower shooting rates and lower cost. If you are familiar with it and like its capabilities, I don't see why it's not a fine choice. It's just a part of the system, however; you need lenses, housing, ports, strobes too.
In brief, I'd get the Nikon 10-24mm AF-S lens for wide, and the 60mm AF-S for macro. Once you have decided what lenses to use, you can select the housing and ports.
It seems there are only two makers of housings for this camera, Ikelite and Leo. See:
List of underwater housings that turn the Nikon D5000 into an underwater camera
Since you are in a country with limited dealer support, I would suggest using a well regarded brand housing with many dealers worldwide. Ikelite has the housing, ports, strobes you need for reasonable prices with good distribution worldwide. Their part is #6801.50 ($1400 list). Ports will cost you another $300-500. A strobe setup will cost you $600-2000.
Reef, Optical Ocean, and Backscatter are all dealers who ship worldwide. I would suggest using the dealers to help you configure your system and get ports and strobes that are fully compatible with your system and your shooting needs.
You mentioned with the Nikon D5000 you are limited to AF-S lenses and no video. I'd like to correct that information.
With the Nikon D5000 you can use Manual Focus mode by switching your lens to manual focus, and turning the focus ring for manual focusing.
The Nikon D5000 does in fact have video. HD movie mode is the second major feature of the Nikon D5000, capturing 1280 x 720 resolution movies at 24 frames per second.