The only campground I know of with a lake that you could potentially swim in is lake Moreno (which is very handy to Corral Canyon).
Most of the lakes in SD county are municipal water sources so no swimming...
Some of the SD County campgrounds have fishing lakes. If you're interested in desert camping Aqua Caliente has hot springs pools. More info here: San Diego County Camping Parks
In the Anza-Borrego Desert State Park and in desert BLM land you can camp almost anywhere, there are a few "improved" (stretch of the imagination there) campgrounds.
If you're tent camping, the areas near Coyote Canyon has some areas where you could at least wade in the creek.
or, places like Carlsbad State Beach where camping is a relative term, you could camp with walking distance of the beach. Info here: San Diego County State Camping Parks