www.greecetravel.com/thessaloniki

good info Capsis Bristol a nice hotel for me there

Rural towns near beaches Haldiki best ok diving for best go to

greekislands.com ferries.gr out of Athens for those

Oia ikies.com my fav... Happy Travels,

The only island near Thessaloniki is the island of Amouliani, located berween the 2nd and the 3rd leg of the Halkidiki.
It's a beautiful small island, not too far away from Thessaloniki.
For more info : http://www.visitammouliani.com

In small villages away that are not touristy, chances that you'll find a diving club are zero.....

looking for a small nice fisherman village/island ( and not so much toured )...

Since you are based in Thessaloniki, it makes no sense at all to travel to Athens and take a ferry to the islands, so disregard that suggestion. It's not necessary to go to an island to find coastline or good beaches — the mainland has that too, and Halkidiki is a well known tourist destination. The way to get away from other tourists is by travelling in low season rather than looking for a "not so much toured" village. By the end of September even busy summer resorts are quieting down, but still have the infrastructure tourists demand.

As clausar wrote, small, out of the way villages won't have dive clubs, and I might add that "great diving sites" are hard to come by in Greece — no coral, no colorful tropical fish. With that in mind, you can still have fun snorkelling or diving in Greece. If that is your main interest, suggest you do a Google search for dive centers in the Thessaloniki region.