I'm not the most experienced here as I currently shoot with a Canon A520 and a used Ike DS50 on a n EV controller (e.g. not TTL cord, equivalent of fiberoptic slaving pretty much). But I did buy an Olympus E330 and have been trying to research all these alternatives myself, so I'm in a very similar boat to you (except I haven't chosen a housing yet). And what I've found is that bottom line, even if I stick to only ONE I'll still be paying more for strobes than I did for my camera body (sometimes more than body and lens combined!). There's just no getting around the importance of a good light source.
Since you already bought the Oly housing, you can of course shoot with the internal strobe - the e410 housing is fairly unique among manufacturer or 3rd party dSLR housings in allowing it room to open. And you probably are aware that the Oly TTL bulkhead only supports Olympus's own TTL protocol. i.e. you need to use their above-water strobes, housed, OR get an external adapter for the TTL to make it more generic. That's if you want to use the bulkhead for sure. Oh, I'm forgetting Olympus does have one actual UW strobe now, but I believe that's a fairly small one and might be underkill for the e410, plus I think it slaves based on seeing the internal flash rather than using true TTL. But that's up to you to decide - you can find it usually at places like
B&H Photo. Actual product link:
Olympus | UFL-1 Underwater Strobe | 202116 | B&H Photo Video
A TTL adaptor (Athena or whatnot) will run you $200-250ish I believe from somewhere like Reef Photo, and the Oly strobes in the housings end up costing as much if not more than higher power underwater strobes from other manufacturers. Sure you have the advantage of being able to unhouse them topside, but in my opinion they just add too many more failure points. Underwater strobes used with dSLR cameras generally have sealed battery compartments vs. the electronics so a 'flood' only toasts the batteries, not the entire strobe...
Anyway, I'd suggest browsing over to the DSLR Housings forum on
Wetpixel. There's a very lengthy 'review' post there of the e410's Olympus housing, started and generally continued by Phil Rudin ("tropical1") who appears to be a very knowledgeable Olympus underwater user, of the e410 specifically, and whose advice is that going to fiber optic connections with Inon strobes on this housing makes the most sense. The hotshoe top mount adaptor gets used to mount a small shield which blocks backscatter from the internal strobe but which also holds the FO ends for you, at much lower cost than any sort of converter. Your bulkhead stays sealed and unused. He's even almost convinced me, although I've been lusting after the Ike housing (which includes their iTTL converter) and Ike strobes, and for the e330 you've got to be a bit sneakier to half-open the flash inside the housing, since the Oly housing isn't really 'built' to allow it to extend completely.
Hope this helps. Let us know what you end up picking - Oly underwater shooters seem to still be in the minority vs. the CaNikon borg collective (joking folks - no insult intended), but I really like how well Olympus seems to be trying to cater to the UW photo crowd.