Differences.

A buddy of mine mentioned that he's going to start running because it's an easy way to keep his blood sugar in check.  As someone that has diabetes running in both sides of my family I understand how you want to nip that little issue in the bud.  Some people suggested diet changes and I suggested a bicycle.

Look at it like this: 

                            Pros                                                                Cons

Jogging              Very healthy form of cardio                            Rough on joints
                           Only equipment you need is you                    Joggers find dead people
                                                                                                   They're crazy


Swimming         Cardio and muscle workout                            Need a pool
                           Better for joints                                              You can't breathe water
                           Swimsuits on people you want to look at      Ditto on the crazy part

Skiing                You're playing in snow                                  Not a lot of snow in Texas
                          Snow bunnies                                                 Rather expensive

Bicycling          Better for joints                                               Find a seat that's comfortable fast
                         Cooler equipment                                            Equipment can get expensive                           Starter equipment can be cheap                       if you must buy every new thing
                         You have room to carry snacks and drinks
                         Often bicyclists will ride to a point and then turn
                         around, that midpoint is often a bar
                         With the right wheels you can go on mud and snow

This is just my opinionated and informed opinion.  Keep in mind that anything is better than nothing.