I have Male Pattern Baldness across my forehead and crown so I use what is called an integration piece. It is a partial wig with a small cap that sits on the top of your head (where most balding occurs on me) and clips in place along the edges with 4 or 6 wig clips. The cap portion needs to be large enough for the wig clips to reach your hair. Around that cap is a span of material more like a mesh that also has hair attached. You use a hairpick to pull your own hair through the mesh, then comb the wig hair and your own hair together. (That's the "integration" part.) Ideally, you want to grow the length of your hair to be longer than the length of the integration piece. It also helps if the wig is a good color match to your own hair.
Wig clips (also called toupee clips) look like tiny combs that sew or glue into the underside of the wig and generally have a curve to them. When you push against the curve, the clip snaps open. You push the teeth of the clip into your hair, then squeeze the clip the other way (I just press it against my head) and it will snap shut, gripping your hair like a vise. Reverse the process to release the clips and remove the wig.
I don't swim, but if I did I would look into one of the glued wig options.
I prefer real hair wigs over synthetic hair because I can achieve a more natural look with natural hair, but some people do very well with synthetics. You don't need to spend a fortune to get a good wig, but avoid the bargain basement ones if you can afford better; a $10 wig is probably going to look like it is a $10 wig.
One last thing, look for a wig that either has bangs or a "natural hairline". A "natural hairline" is a way of attaching the hair across the forehead to the wigcap (whether real or synthetic) so that the edge of the wigcap is concealed. Unless you look very closely, it looks like the wig is just hair growing out of your scalp. A wig without bangs that does not have a "natural hairline" might be easily clocked if the edge of the wigcap shows.
HTH