After that, it took me a while to actually try this out myself, but in July I went along to the Serpentine Lido, and in October I swam in the sea off Brighton beach. In a few weeks, I'll be trying it again, at the OSS Plum Pudding Plunge. This will involve jumping into Parliament Hill Lido, and swimming two widths; that doesn't sound too bad, except that it's a huge pool (30m wide), so two widths of that is equivalent to three lengths at my gym. Oh, and it's unheated: last year the water temperature was 4°C! Anyway, it should be fun, so I'm looking forward to it. If anyone would like to join me, please feel free, either as a participant or a spectator.
Edit: It turns out that everyone who attends has to pay £15, even if you don't swim. You do get mince pies and a swimming cap in return, but it's probably not worth it if you're just a spectator.
If all goes well, my provisional plan is to cancel my gym membership in April and join the South London Swimming Club at Tooting Bec Lido instead. That way, I can swim through the summer (when it's relatively warm) and gradually acclimatise myself to the cold during the winter (when it's closed to the general public).
I'd also like to try night swimming at some point. Kate Rew mentioned it in her book, and Sarah Hall wrote a Guardian article about it, which makes it sound very appealing. However, I think I need to get a bit more experience first, so that I can handle longer swims in cold water (rather than a quick plunge followed by a swift exit).