Definitely that link Daniel gave has plenty of good inspirations.
I personally love the vintage-style ones Agent Provocateur do... like
these and
these!
I've made lingerie before, like an underwire bra which was not
quite as difficult as I thought it would be... I imagine swimwear would be much the same. You can get all the usual types of fabrics and fastenings at any standard fabric store. It would just be a matter of being creative! :)
Let us know how you go...