Steele Creek Campground has the best and closest swimming hole. Just go back toward Ponca and turn into the Steele Creek entrance. Follow the road all the way to the bottom of the hill and turn left when you get to the stop sign. Follow the drive past the restrooms and park anywhere you can. You have to walk the rest of the way. Walk through the campsites to the woods. There will be several short trails, all of which lead to the river.