Nu'u Bay is a little rocky patch of 'beach' in Southeast Maui. When the water is relatively calm and the wind is at a minimum, swimming and snorkeling can be enjoyable. Do not go out too far because the current is strong.
The best spot to do this is on the east side of the beach on the rocky peninsula. This is an isolated location. If the ocean is rough, stay away from the shoreline, the nearest hospital is many bumpy miles away. The nearest phone is at the Kaupo General Store. The depth of the ocean at this location can surprise you. Only about 100 feet from the shore the bottom begins a gradual plunge. A diver can get to 120 feet pretty easily. The sand and environment are dark, bring a light.
Nu'u Bay is located near the 31 mile marker on the Piilani Highway on the back side of Haleakala. Near the mile marker is a gate leading to a 4-wheel drive only road. If you're up to it, proceed, but make sure the close the gate. If you are driving a car, you will need to park off the highway and walk past the gate to the bay.