Best tip I have is to start filling a part of the ocean with blocks or hollow out an existing island.
If you fill the ocean with blocks you can hollow out the center for air. It's easiest to use a bunch of sand since it will "slide" down another structure and it's easy to break out. Pop out and replace the frame you made with glass or whatever you like.
Just make a large structure with dirt, then line the entire thing with glass. Dig down, go underneath the structure, and dig up again. Clear the dirt you originally placed, and you have a glass structure.
If you fill the ocean with blocks you can hollow out the center for air. It's easiest to use a bunch of sand since it will "slide" down another structure and it's easy to break out. Pop out and replace the frame you made with glass or whatever you like.