"Bodies of water" is the collective term that includes oceans, seas, lakes, and possibly smaller pools of water too, such as ponds or wetlands. However, it might be considered a little formal by some for your context.
From a non-language point of view though, not all bodies of water are suitable for wild swimming. I have taken a cursory look at a couple of websites about outdoor swimming and I couldn't see them using any collective terms. Swimming in lakes is different to swimming in the sea or ocean. The potential problem with using a collective term is that you might be suggesting that one can swim in any sea or lake, ignoring any potential dangers! I live by the sea and the coastguard routinely pull people out of the water who were in trouble.
For the above reason, I would personally clarify by saying:
Swimming is an inexpensive sport as you don’t have to buy any tools, and it'd be even cheaper than any other kind of sport if you lived near a body of water suitable for outdoor swimming.
Some links that may be useful for further research into the correct terminology: