In the past decade many reliable Nitrox training facilities have opened up around the country. Most recently NAUI and PADI have developed training programs for nitrox. No doubt by the end of the decade there will be many nitrox certifying agencies, probably as many as currently certify for basic open water diving. Heliox is a mixture of helium and oxygen used for very deep diving, usually to greater than 200 feet. Helium's great advantage is that it does not lead to nitrogen narcosis.
Helium diving requires as much or more decompression time as nitrogen, so there is no saving there.
Beyond 300 feet heliox may cause the 'high pressure nervous syndrome', a shaking sensation that can be incapacitating. Another disadvantage of helium is that it conducts heat about six times faster than nitrogen, so divers get colder than with air diving. Professional divers can use voice unscramblers to make their speech intelligible. Overall, helium offers no advantage for recreational divers. Diving with heliox is strictly for technical and professional divers.