I am fond of sports, especially of tennis and swimming. NOTE: using the word "generally" adds nothing to the sentence, and I recommend you take it out. Language is most powerful when we don't use unnecessary, redundant words.

I would tend to say " I am fond of sports in general, especially tennis and swimming"

Yes, it's fine—no mistakes.

It is fine. Another expression would be: I enjoy sports in general...

Yes, it is fine.