Normally applying too much oil to my hair will weigh it down. However, using oil before swimming is perfect for my curly hair. I like to dampen my hair prior to swimming with plain water to minimize breakage.
After applying oil, I add a small amount of moisturizing conditioner to my damp hair for moisture. This allows my hair to absorb most of the water and conditioner that I have already applied to my hair.
The next thing that I like to do is seal my hair with oil. I usually use extra virgin olive oil but any oil will work. The oil will seal in the moisture from the conditioner and the water, while creating a barrier against the chlorinated water.