Uh...there ARE underwater speakers Sheep. Speakers don't need air, they just need a medium to propogate (as in the vacuum of space won't work). As far as good ones go, I have no clue. I've never had to research the subject nor do I have any experience with them personally.
http://www.lubell.com/
Still, judging by the freqency response and the manufacturer's own intended purpose, I think you'd do better to just install weather-proof speakers around the perimeter of the pool. It would be cheaper, easier, and less dangerous (speakers in the pool can generate very high SPLs, capable of causing deafness).