I swim most mornings in the nude at a private club in New York. It seemed odd the first time but now I can't imagine using a suit there. I must say, though, that it still crosses my mind that I'm quite exposed when I'm doing the backstroke.
Otherwise, I used to share a lake house with friends each year and many nights (and plenty of days) ended with nude swimming in the lake. Talk about feeling free and natural and sexy.
I remember one day when a housemates' guest, a Dutch woman with spectacular breasts, removed her bathing suit almost immediately upon reaching the lake and said, "I'll race you to the other side!" Well, she kicked my ass swimming, but we took a bit of a break on the island we swam to. Her comment there was, "Your dick and my tits are made for each other." For the record, she kicked my ass on the way back, too.