I've done both. Swimming out to me seemed to work the best, but after she swam to me and realized what she did, she freaked out, swam back to shore and cried until I came back and wouldn't do it again. When I throw a toy in the water, she just cries until it floats to her. Its a trip watching her though, she will lean out as far as she can while keeping her footing, then she'll take one step too far and her back legs just stick out to the side, her head sinks, and her tail starts flailing around.