My wife and I also enjoy cold water swimming. We can only do ten or fifteen minutes before our arms stop working entirely. We keep to areas that we can touch bottom that were very familiar with and aren't subject to tidal currents.

It's not a big life changing thing, but we do feel better for the next few hours after getting out of the water. In fact I think it's more of a head game than anything. I just feel like heartier person when I climb out of the water and there is snow on the ground.

Edit: grammar