Beginning swimmers tend to hold their breath while swimming, resulting in a less-efficient trip through the water. Learning to inhale and exhale properly while swimming keeps you relaxed and always supplied with air, even if you're splashing and swimming furiously toward a finish line. Part of proper breathing technique is exhaling through your nose as a way to combine efficient timing and sinus protection.
Exhalation Timing
When swimming using a stroke that requires your face to be in the water, you have to have some way not only to inhale but to exhale as well. Obviously you can't inhale while your face is submerged, so you come up for air or turn your face to take a new breath. Exhaling at this point is inefficient and breaks the rhythm of your stroke. If you try to slow down to compensate for the extra time it takes to exhale -- even a few seconds affect your stroke rhythm -- you risk going so slowly that you won't stay afloat. That leaves exhaling while your face is in the water.
Why the Nose
Take an empty vase and lower it into a sink full of water. You'll see water immediately start to fill the vase once the opening hits the water line. The same thing happens when your nostrils hit the water, only instead of the water filling a dead-end cavity, it fills your nose and sinuses, which most people don't find pleasant. If you breathe out through your nose when your face hits the water, the air coming out forces the water to stay out. It also pushes out any water that got into your nostrils if you forgot to start exhaling right as you hit the water. Some swim coaches will have you exhale partly out of your nose and your mouth simultaneously when underwater, but the use of the mouth does not mean you exhale through your nose less or only at certain times.
Nose Clips
Nose clips help you keep water out of your nose but they also prevent breathing through your nose, so you're back to an inefficient breathing pattern. There might be situations in which you have to use nose clips anyway, such as if a pool chemical is irritating the inside of your nose. Still, remember that a little water can still get into your nose as you lower yourself underwater, or spray from splashing around can hit your face and enter your nose. Dr. Tom Smith, a medical advice columnist for "The Guardian" advised one swimmer dealing with such a situation to both try nose plugs and wear swim goggles, as the nasal passages and eyes are connected by ducts. See a doctor as well to confirm that the irritation is from a chemical and not an infection or allergy. If you are in a situation where you need to be able to exhale underwater, such as training for a race or even just learning to swim properly, you might have to find another pool.
Practice
David G. Thomas, author of "Swimming: Steps to Success," lays out a simple exercise to get you used to breathing while swimming. While in the water, grab the side of the pool to hold you up and keep you in place. Place a flotation device between your legs so that you stay level without having to worry about kicking. Inhale with your head to the side, place your face in the water and begin blowing the air out through your nose. Olympic swimmer Janet Evans advises in her book "Janet Evans' Total Swimming" that you should quickly let out any remaining air just before you bring your face up to take another breath.
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