I actually just got braids, because im going away to the beach this weekend and I know that i'll be swimming in the ocean and at the hotel pool and stuff.
I dont do anything before hand to protect my hair...... but i do get the braids deliberately so that i can frolick about in the water guilt-free, and then afterward i shower and just rinse the salt water/chlorine out of my hair. I dont shampoo it or anything at this time, just rinse it all out real good. When i return home on Wednesday i'll probably shampoo and stuff.
This has always worked for me.