The Sliema waterfront is edged by flattish rocks, with stepped access at various points. It's a good place to swim from, though the water tends to be deep. There are also facilities for hire (sunbeds, water sports) at the private lidos scattered along the coast; admission costs around €10 per day.
In places along Triq it-Torri and at Qui-si-Sana, square pools have been cut into the soft limestone. These were made for the convenience of leisure-loving upper-class Maltese ladies, and are good for smaller children.