I want to start scuba diving. Not that much, probably twice a year or something.
Basically, I travel a lot so I just want to explore the sea of the areas I have visited as well. I don’t have equipment on diving, so I plan on renting there. Do I need specific license to dive?
If so, how much it costs, and how long it takes?

Do you think it’s just waste of time and money when you can just sneak in and dive the way you want?

Short answer to your questions:

No, you don’t necessarily need a certification to go diving (but it’s useful to have).

A basic entry-level scuba course takes 25-30 hours’ tuition to complete. Certification cost is variable, depending on location and what’s included — but usually somewhere in the US$250-500 range.

No, it’s not a waste of time and money — how much is your life worth to you?

Longer answer:

Scuba gear is life support equipment for exploring an alien world, where mistakes can be fatal — and sometimes are, even for highly qualified and experienced divers. If you don’t have the first clue what diving does to your body, or how to assemble and use the gear correctly, or how to plan dives safely, scuba diving can injure or kill you in many… interesting… ways, even in very shallow water. A scuba certification shows that you have learned at least the basics of scuba diving.

It’s true that, wherever you go in the world, you will nearly always be able to go scuba diving without being certified BUT you will only be allowed to dive with an instructor/guide, AND you will be restricted to the shallowest, most boring sites (so you can’t do too much damage), AND the guide will stick to you like glue to make sure that you don’t do anything stupid.

Without a dive certification, no dive shops will be willing to offer you anything more adventurous than this, never mind supplying you with the means to go scuba diving on your own. There is not a single dive shop in the world where you would be able to "just sneak in and dive the way you want" (where on earth did you get this idea?).

Even if you somehow managed to acquire a full set of scuba gear, you’d still need to get your tanks filled. So you’d also need to buy and maintain your own compressor. And frankly, if you can afford to do that, you can certainly afford to pay for an entry-level scuba course. Doing a basic scuba course costs relatively little, and the certification lasts a lifetime, which is likely to be a lot closer to your natural span than it would be if you try to go diving on your own without knowing what you’re doing.