I love swimming and I love being outside. London is great if your into both these things. I swim at London Fields Lido which is heated all year round. Its best in the winter when the steam rises from the water and if your lucky its snowing a little on your head. If your brave you can also go for the unheated option of the Serpentine or Hampstead Ponds.
This independent cinema near Angel in North London is over 100 years old and has had several lives including hosting early Sex Pistol gigs. It now serves as my favourite place to watch films (along with the Rio in Dalson).
This may not be much of a secret but deserves a mention. I find it hard to go anywhere near this place without having to go there. Freshly baked Beigels hot salt beef and it never closes, 24 hours a day 7 days a week.
I can't pass without dropping in, Orcs Nest is a small independent boardgame, D&D etc store that's been around forever(1987)... and has the best logo. Good selection of games for younger kids too.