At that time Jesus came from Nazareth in Galilee and was baptized by John in the Jordan.  Just as Jesus was coming up out of the water, he saw heaven being torn open and the Spirit descending on him like a dove.  And a voice came from heaven: “You are my Son, whom I love; with you I am well pleased.”
(Mark 1:9-11)

We had an interesting sermon at church today about baptism....who?...how?....why?  We were directed to several scriptures for reference, only one is written above.  The debate is still out there over the "how," but scripture tells us that baptism is required as part of our salvation and that the baptism should be a submersion, not a sprinkling or other water gesture.  In the scripture above, Jesus comes up out of the water, clearly indicating that He was submerged.  The Greek word "baptizo", taken from the original Biblical writings, means submerge, drown, dunk.... again clearly indicating a submersion. 
For further scriptural references, here is a PDF link for "41 Reasons You Should Be Baptized."