Shot blasting is a good method for preparing any substrate for subsequent coating.  Since a marine environment is more aggressive than a typical atmospheric environment, maximum coating adhesion and therefore maximum corrosion resistance will be needed, and shot blasting aids in this.

The surface preparation for hot dip galvanizing (HDG)involves caustic degreasing and rinsing; acid pickling and rinsing, and fluxing - all in a series of baths.  You do not need to shot blast, unless someone has devised a HDG process that is entirely different from the norm.

A good property of HDG is that it has built-in quality control: the zinc simply does not adhere to surfaces that are not properly prepared and perfectly clean.  So whatever surface you obtain with a HDG coating must have been prepared well enough.

Of course, if you are applying a zinc-rich coating (paint) then thorough cleaning and profiling the surface with an abrasive blasting process (abrasive choices are many) is recommended, especially for inorganic zinc.

PeterCharles,
As Rustbuster has already pointed out HDG normally involves a series of de-greasing, acid pickling, fluxing etc. before dipping in molten zinc.
It is my understanding, that if the steel is shot blasted before entering the HDG process, the final thickness of zinc coating taken up by the steel can be increased by almost 50%. The normal HDG process only adds a finite thickness of zinc regardless of the amount of time in the bath. Any method of increasing this coating uptake is bound to increase the long term protection of your steel.

Regards

Mike

Sand blasting profiles the metal surface making more area to coat and valleys to be filled (be sure the blasting you use is making a good profile).  The result is thicker galvanizing, and thickness is what matters in terms of corrosion resistance.  But talk first to your local galvanizer--you still need to get rid of the blasting residue before dipping, and the extra zinc can be a problem for both application and pricing.
One caution -- the coating sacrifices over time (what life do you need) but this is only meaningful in normal Ph ranges.  Strongly acid or alkaline environments remove galvanizing at astounding rates, and extra thickness might buy you only weeks of protection.  On the other hand, just being in straight sea water with low salt can be overrated.  I have seen bare steel with 1/8" all round cushion last for decades.
Finally, will you have to field to weld?  Can you paint and especially patch?  Can you inspect and maintain the end product?  Best to treat this as a system, and then integrate your blasting if it still makes sense.