I tried swimming out to sea once. Big mistake. Those leeches have really been upgraded since HL1.
Also (don't read if you haven't completed the game):
There seems to be a few enemies that were criminally underused or even unexplained, perhaps because they had no proper AI to use: the Itchysaur should have been a boss fight or something, rather than just a quick scare during the teleport mishap; inside the citadel there's 2 enemy types that you never get to see up close, the Stalker which is basically an lobotomised human mess used for what looks like menial tasks, but also as you rise in the casket towards Breen's office, there's a few walking Combine stegosaurus things you see walking from a distance, and this is the only time you ever see them.