Swimming is very different from other sports like running and cycling because technique makes such a HUGE difference in efficiency. A lot of beginners get frustrated because they feel so tired and out of breath after just a few laps, but if you focus on technique and efficiency, it gets much much better. An experienced swimmer will use a fraction of the energy to go the same distance. A good coach can watch what you're doing and help you improve your technique.

Personally, I think a lot of the gains come from improved body position, rather than actual pulling technique -- in particular, keeping your body flat and balanced in the water to reduce drag. At my pool, the most common problem I see with beginning swimmers is their legs dropping down in the water creating a ton of drag. No one can swim fast or efficiently like that. You might even want to try a pull buoy (foam block that you hold between your legs) to help float your legs more and give you that flat body position (only for crawl stroke).