Not sure if it's heated or not, or what the seasonal hours are, but Freeport recently built a public competition-sized pool. I want to say it's on Hwy 20 behind city hall.
Fort Walton Beach YMCA is indoor and heated, but a significant hike from SoWal.
I think Destin Raquet Club and Recreation Services in Bluewater Bay allow you to buy a weekly pass to swim, and Bluewater's got a competition size pool heated and open as long as the air temperature is over 40F.
Unless something has changed recently, not much in the Panama City area. My triathlon friends complain that in order to get pool time, they have to sign up for master's swimming at Gulf Coast CC. (pool there is supposedly not open to the public otherwise)