Helium is an inert gas, so it won't bond with any other elements, and it will remain in the gas phase unless it is in some pretty extreme conditions. If your thought was that helium is very "light" so that adding it to something would make that thing lighter, there are a few things I should point out that you should make sure you're considering...
The first point is that although we think of helium as something that reduces the weight of things it's attached to (like a helium balloon lifting a paper clip), it actually has a weight of its own that gravity pulls downward. The only reason it rises upward is because it's less dense then air at atmospheric pressure. Think of it kind of like a piece of wood in water. The wood obviously has an appreciable mass, but its density is less then water so it floats. In the same way, a helium balloon is trying to float up to the surface of the atmosphere where the density of air is equal or less then the density of the balloon. If you could have a container the same size and weight of a balloon, but instead of filling it with helium, you filled it with nothing- that is, a complete vacuum- it would actually weigh less then if the balloon was filled with helium! You may already understand all of this, but it's an important thing to point out for anyone else reading this who may be trying to follow the concept.
The second point (which is really just an extension of the first point) has to do with the concept of displacement. Things are made to float by how much mass they're moving out of the way. If a cylinder were filled with a certain quantity of one material (like florinert) and you added another material (like helium) without changing the volume, you'd actually add mass to the tube, and it would be less buoyant then before!
I suppose our goal should be to come up with the least dense, least messy, least cost, non-compressible, non-conductive material possible to fill our tubes with. We've been working on some crazy ideas here at OpenROV for that (which I hope to make a big post about soon), but in the mean time, please keep the ideas coming!
Thanks again for helping with the brain storming,