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I lived in Rio for one year in 2003. All three sites you mention are well known tourist resorts with a significant tourist infrastructure.
I stayed one weekend in Buzios in one of the local Pousadas. These are a kind of Bed & Breakfast with limited amenities oriented both to local and international tourists. You will not find major brand hotels or mega resorts there so look for these pousadas and book the one you like most. Yo can do this directly or through a local travel agency. Also the main street there was full of typical tourist attractions (souvenir shops, bars, pizza places, etc.).
I rented a car to get there. Driving was an adventure in itself but did not look dangerous. The trip was a couple of hours if I remember correctly.
I do not dive, so I can't comment on that.
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