The trick with swimming is to saturate your hair with clean, safe water BEFORE you go into the lake, ocean or pool.  Then it will absorb less of the "icky" water.

My routine usually consists of oiling my hair a bit more than usual, braiding it, then wetting my hair/braid with clean water, and pinning the braid up into a bun.  Then swim! 

If I'm swimming in a heavily chlorinated pool, I do the same thing, except I put a bag over the braided bun and secure the bag with a scrunchie or hair tie.  The bag will protect most of my hair from the chemicals. I don't have the opportunity to swim in the ocean, but I'd recommend the same treatment for swimming in salt water.

After swimming, a good rinsing in clean water is needed.  If you have the time and conditions are acceptable, do a clarifying wash then condition. 

Hope this gives you some ideas - as a water bug myself, I'd never let my hair keep me from enjoying a good swim.

Like you panpeus, I was concerned about swimming, the ocean in my case, while still trying to do the best for my hair. I have read tons of tips of what to do with hair in these situations. While I have not had the normal opportunity to visit Florida this year, I am out in the sun a fair amount. So I've been very obsessive about wetting my hair and applying gobs of conditioner. I couldn't bare the thought of putting my hair in any kind of cap or hat (which to be honest is the best thing to do, but not very fashion appropriate). I usually do a good rinse in the shower or even with the garden hose after getting all icky from the sun. So far, my hair has behaved and not dried out. I am expecting, that when I do get to my fave beach, this routine will prove to be most acceptable, and with DiveWench's experience, I'm even more confident.

Since you are talking about pools and not natural water, I'd go with what BikerBraid has said, wet your hair thoroughly with clean water and apply some jojoba or coconut oil. When done swimming, Rinse, Rinse, Rinse.

Oh! Duh! I forgot to mention, put your hair in a braid or bun too. This way, the good treatment you did to your hair before exposure to pool chemicals and sun provides a better layer of protection.

Very good suggestions!  I'm a water bug too, BB. =)