I was reading "The Soul of an Octopus" and the author mentioned this site. I am a scuba diver who enjoys observing the octopus. An octopus siting is the holy grail of diving. Glad to find a site of other appreciators.
If you want to stay on the West Coast, have a dry suit (or really, really like diving in cold water) or just want vicarious cold water experience), look at almost any of @Tom Hlavac 's posts for GPO's (Giant Pacific Octopuses) at Madrona Point, Tacoma, WA.
Slightly further south and in a little warmer water members find O. bimaculoides while tide pooling (but no diving reports that I can remember) along California's northern coast.
If you cross the country and head south, @Octo Girl is doing research on two species of Octopus (O. vulgaris and M. defilippi at Blue Heron Bridge in Riviera Beach, FL. You can copy and paste the following link of her TONMOcon VI presentation:
Further south in FL (Miami and points south) O. briareus can be found during much of the year (oddly, this is one I have often kept but have never seen in situ).
If international travel pleases your wanderlust (and budget), Australia's gloomy octopus (Octopus tetricus) is a pretty easy find along the East Coast (we saw our first two on the beach in Port Macquarie and then several more while visiting @haggs in Coffs Harbour.
I saw my first in situ octopus (O. hummelincki) snorkeling in St Martin (French side - SCUBA and a lot of weights would have made photographing much easier )
The Diving and Ceph Encounters forum has additional member and non-member experiences for more ideas.