Wing Set + Propellers
To get the Wing Set and Propellers, you must visit the Temple Under the Sea. You can get there by going to White Mountain. Exit Q's Factory and turn left. You should see a cave in the mountain. Go in there and follow the windy path until you reach 2 Quick-Pic shops. Keep going straight and you'll fall into the sea. There are four main points of interest here. The Black Bus Orpheus, who is the ghost that people in White Mountain claim to see, a ChoroQ Coin, a Green Emerald (for the explorer in Peach Town) and the Temple Under the Sea.
The Propellers are an add-on that help you drive quicker underwater. They can also help when you're using the Water Skis.
The Wing Set is an add-on that lets you turn whilst in mid-air/floating underwater. Also, pressing L1 or L2 (or the correct buttons for your config), you can increase and decrease the time you stay in mid-air/floating underwater. If you press L1, you'll glide longer. If you press L2, you'll fall quicker. You can check which one is activated at the time by a marker on your meter (it should be two arrows, one facing up, one facing down, but may be different for certain meters)