In reply to Calvi:
The warmest lakes within walking distance from town are the Chesery lakes, above the ladders through the slabs and underneath Lac Blanc, but "warmest" is used here as a relative term and not as an indication of temperature.
With a short lift ride or a slightly-longer walk it is possible to find a rather dull but perfectly functional lake behind the Tete de Balme, up in Le Tour. It performs well if all you are after is a few lengths, but there are no rocks for jumping, no shops for ice cream, no bikinis for ogling... The few times I've gone for a dip here, my dog and I have been the only ones around.
EDIT - handy hint: this is the lake just to the north of the Tete de Balme, west of the Arolette, and NOT the lake to the east of the Le Tour lifts, which is a marsh at best. Great for spotting newts, though.
For more of a beers-and-boom-box swim, if lengths aren't your thing, apparently there are swimming holes dotted along one of the streams coming down by Barberine, over towards Switzerland, but I've never been so I don't know if it's the stream coming out of the Emosson Dam, or the stream further up the valley by Villards. I believe there are good diving rocks to be found.
Post edited at 14:42