This isn’t that impressive, because it is Minecraft, but I started building an underwater chamber (I will post pictures when it looks cooler ^_^).
However, I thought I was clever in how I decided to start it. I’ve always wondered about how people start real world underwater projects, like the Channel Tunnel. I’ve never looked it up, because I wanted to figure it out and then check. It is like an ongoing mental exercise for me.
The way I did it was by using a gravel platform. In Minecraft, gravel will fall if the block below it is removed. So, I found a really deep point in a body of water (I think it is about 15 blocks down), and built up a single column of gravel. Then I just slid gravel down the side of the column, which fell to the bottom of the water, building up another column. I did this until I had a 3 by 3 platform.
I dug down the center column, past my platform into the dirt and rock underneath. I was able to do this because the water was kept at bay from the other columns, creating an air shaft. I am not sure if that is how they do it in the real world, but I imagine it is something similar.
I carved out a chamber to work from below the surface, and then I started placing glass for the ceiling. It was not the most efficient work, but eventually I was able to go out into the bottom of the water and place the glass where I wanted, and would step back into my chamber before I ran out of air. I made a 10 x 10 glass ceiling, with a single entrance “hole”.
To get inside one must sink to the bottom of the lake and go through the hole, with barely enough air to make it. This should keep people out of our base (it is on a PvP server). 
I call it the Silo, and I intend to build different floors to match different functions. More to come, I am sure.