We are in Canada and I think the legalities around on-premise clubs are somewhat different, but we do have a full range of qualities (from sketchy to delightful) in our swing clubs, and also have fetish clubs that allow on-premise play. Also many clubs have nights just for particular preferences: young swingers, bisexual, etc.
Our usual habit, when we go to the clubs vs. private dates/parties, is to go with a small group of close friends. We ignore the creepy people, dance our asses off, and then go to the play area with our awesome friends who we already love and trust!