Where is the best place to cage dive with sharks? Gansbaai, South Africa is often referred to as the “great white shark capital of the World”. Shark Alley off from Gansbaai is one of the top great white shark cage diving locations in the world. You’re almost guaranteed to see great whites from cages. But Isla Guadalupe is another premier destination for great white shark cage diving too, along with Stuart Island, New Zealand, Neptune Island, Australia and Farallon Island, USA.