Almost everyone asks us if there's a swimming lake or river nearby. I love that no one's interested in swimming in a pool (there is one in Lalinde, but we've never been) almost as much as I love saying "Yes" on both counts.
The nearest swimming lake is about 6 km away at Lanquais, in the shadow of the chateau (which is worth a visit on its own). It costs a couple of euros to get in and there's a sandy beach, lifeguard, diving platform, grassed areas with shade from trees, snack bar and, for reasons best known to whoever came up with the idea, a fleet of miniature boats you can hire for 15 minutes a go. I went last year on a Very Hot Day and it was deeply joyous to sit in the sand up to my neck in water and let the kids run (reasonably) wild. It's a very shallow slope for a good 20 metres into the lake, along a stretch of beach maybe 100 yards long. We've had several guests who went several times.
About 20 minutes away is a river beach at Pont Vicq. This costs nothing to get onto, has swimming areas marked out in the water and also has trees, shade and access to ice creams. One extra bonus here is that you can hire canoes, get bussed up the river to Siorac and paddle back down the Dordogne at your pleasure. The car park's a bit small, so you might want to get there early. For non-drivers, there's a train station at Le Buisson which is maybe a 20-minute walk.
It wouldn't be fair not to mention Limeuil at this point, which is one of the most beautiful places you could want to see. Two rivers meet here, with bridges across both, and there's a beach that's popular with friends of ours. I describe it as Richmond (in London) without the crowds. At the top of the hill is a beautiful park with panoramic views that was about €7.50 per adult to get into in 2011, but is occasionally free (which is when the locals go). There are restaurants aplenty and this is on our must-see list. We hired canoes from here last year and were bussed up to Siorac, but by Pont Vicq I was knackered (and I was pretty fit) and looked longingly at the beach knowing full well that Limeuil was probably a good 45 minutes further on.
Another thing we did for the first time last year was visit the aqua park at Le Bugue. This was unexpectedly expensive to get into (and the entrance fee had to be paid in cash) but so good that we'll definitely go back. There are pools for all ages, water slides, those bungee things over trampolines, playgrounds, and a lake with a load of huge inflatables. Bigger kids and adults put on life vests and dive in for 30 minutes of non-stop fun. Some of the inflatables are quite hard to get onto, even for a fit person, but well worth the effort. I didn't bother with the huge pyramid, but other people couldn't get enough of diving and somersaulting off the top.
There are other places, but these are the ones best known to us. Please add any more recommendations in the comments bit.