Well, I would advise not doing it during the middle of a hot sex session (he may just think that you got too caught up in the moment and not think you are serious).
While a face to face talk is best, if you are more comfortable writing him a letter (noting in the letter that it is something you would like to have a face to face discussion with him about it after he reads it)...then by all means write a letter.
Over coffee is ok too...just make sure he isn't taking a drink when you say what you want to say.
If you feel more comfortable writing a letter/list for yourself, just outlining what you want/expectations/comfort levels/etc as a guideline to having the conversation...that might be good as well, just to kind of help you keep in mind what points are most important to you/that you want to cover (kind of like preparing for a speech lol
).
Good luck,