Thanks to all for the replies. All that great insight was enough to make it worth jumping in that cold lake!
Lennart, I was really interested in what you said about acclimating throughout the season. There are three more open water events scheduled this year in Arizona. I'm committed to the September and October events, but I thought I would opt out of the November event (62F/16C water temps). Based on what you said, though, I'm hoping I can acclimate gradually by getting in a lake swim every week until then.
Westy & Ken, I found this article on the signs of hypothermia. It mentions that a person suffering from hypothermia is usually not aware of it. Next time, I'll consider that feeling of "not happy in the water" and "stroke not right" as possible signs.
Naj, if I could manage to swim Alcatraz without a wetsuit, I would love to do it.