We went the first time and did mostly watching and participated in some R rated ourselves that others watched. We had so much sex on our own that night, while there and after though, and it brought us a lot closer. I swear I was floating on a cloud for a week after we went. We just went to our second, and got to escalate a little more, where I was with another man and he watched. We are hoping to continue and be able to do a full swap where all of us can enjoy watching an participating. Even if you are Monogamous it is a really freeing environment, everyone is open and nice and having fun, and there are all degrees from the curious to the full on moresomes. The key is that you all know why you are there so it takes the awkwardness out of the wanting to meet people without judgement.
It took us about 6 months to finally go and take the time, and I wish we had gone sooner, and could go more often, but definitely do the research, not all clubs are good clubs, its nice to have some rules going in.