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.
The Party Superstore was/is my absolute favourite London shop until it was bizarrely attacked and gutted during the summer London riots. They have been since adopted as a concession by the local Debenhams but you can still savour the full delights of the products and nonsense on line.
Not the most exciting place inside, but a lovely rooftop area which not all that many people seem to know about, 2 mins walk from Old St station. If it's packed then The Red Lion is just up the road.