Only US sanctions - many Canadians go there, especially from Ontario & Quebec.
My instructor, she went there last November '11 and had a great time.
Here's how I became PADI-OW, did everything locally, then did the four checkout dives in Mexico. I highly recommend this route - though it is more expensive to do it this way.
Personally - no matter where you go - I find doing your certification through a referral a good idea :
- a swimming pool doesn't prepare you for ocean
- cold water OW is often a quarry or canal - no current whatsoever - again doesn't prepare you for ocean
- lots of things to learn diving from a boat the first time
- you get to find out if you get seasick or not, without ruining your entire vacation
- the *payback* seeing tropical fish in their natural environment. Sorry, lake fish are boring in comparison. Sea turtles FTW
IOW, if you cert - and never dove in the ocean - unless you pay extra to have a DM/Instructor/guide with you - you'll be diving with your buddy on your own. For a brand new diver - I personally think that's crazy - unless the first few dives are shore dives in a quiet bay.
Off a boat into 60-100 feet of water, dealing with waves and possibly sea sickness, the peer pressure one can feel that they are holding back the group getting down, etc.
Your first referral dive is always with a buoy & rope - to help you go down - and go back up - to learn how to equalize your ears, and give you confidence. The other three will be without (usually - other than the boat anchor).
However, the extra $$$ you're paying for referral (can be as high as 250 USD$ per person), you have an instructor-level diver looking after you for four consecutive dives over two days. That will do four shallow dives, make sure you're not over weighted, and generally make you happy - he/she will want a big tip BTW. (I gave & give 15%)
Then when you do a regular boat dive, and do your first "deep" dive, followed by a shallow, usually with the same dive op, you'll know the ropes. How to exit & reenter the boat. Often your instructor-certifier of those first four referral dives will also be with you on following dives.
Camaraderie often ensues...
Lastly - consider the language issue. Cuba's isolation doesn't necessarily make for the most English-speaking of people, and most of their tourists, other than from Canada & UK, aren't English-speaking.
You might want to consider another tropical island. We just came back from Grand Cayman - very easy for beginner divers all along Seven Mile Beach. A few diver-related resorts, like Sunset House & Ocean Divers. Over there, 1US$ = 1.20 GC$.
Also Mexico - lots of budget-friendly choices. Look for "invade cozumel" on ScubaBoard.
IOW - don't limit yourself to just Cuba. You can always go there as experienced divers later.