Lake Constance (southern Germany, western Austria and northern Switzerland). A week long cycling trip around the lake with a decent swim at least once a day in its clean, warm water. See Constance.
Symi Island in southern Greece. A week of guided swimming in the beautiful waters of the Aegean. See www.strel-swimming.com/s1a252/swimming-holidays-greece/symi-swimming-odyssey-7-days.html
Italy's Lake Orta - fabulous scenery, history, art and cuisine - and yes and swimming. See Orta