Note: Some of this information may be extraneous, but take it for what you will!
In general, some acronyms represent nouns, others verbs or adjectives. If it represents the former, I see no problem with prefixing with an (in)definite article (a/an).
scuba is listed as a noun (lower-case) rather than an acronym in most dictionaries these days. It is of course derived from an acronym, but has evolved into a word in its own right (
laser would be another example).
FAQ is an acronym, but is very commonly used as a noun - "a list of frequently-asked questions".
FUBAR has various definitions, but it's normally interpreted as an adjective (at least by the original military one).
Hence, I would happily prefix
an, but definitely not
All these words begin with hard consonants, and thus should always be prefixed with
a. Saying that, some people pronounce FAQ by spelling out its letters, in which case
an is appropriate. I've never heard this done with the other two.