As we have said before you can take part in normal gym clothing and a swim suit. However a pair of triathlon shorts can work for both men and women. We advise against swimming in normal cycling shorts, they look the same, but the padding will swell up like a nappy! You can swim, bike and run in them- training or event. They will also give you some protection from the saddle in the cycle or spin class (they have a small amount of padding in the right place). No need to change- then can be worn over a swim suit, you can just put a t-shirt on over the top.Prices start at around £25, but are very versatile and not much more expensive than a swimming cossie!