It sounds like you might be better off going to an on-premise club for the first few times. As stated above there are usually semi-private rooms as well as open areas that people will be doing many types of things

. As long as you two are willing to do some stuff (even if it is only kissing each other) you will be comfortable and accepted. Just try not to gawk like at a circus side show. I wouldn't let the soft swap scare you off since when we first started out it was only go to the clubs and do some dirty dancing with each other and make-out. We loved the sexually charged atmosphere. Also remember and make sure your wife knows that "NO means NO". She nor you are obligated to do anything you don't want to do with others, so it should be a no pressure night for you two so go and have fun in your own way. Please remember as I have said in many other postings to TALK, TALK, TALK, and the and after that TALK again. It might be a good idea to bring your wife to this board and read some postings together. There are many threads about starting out and going to clubs.
Enjoy,
Oh BTW,