My wife and I have enjoyed same room sex and more often having sex in front of others for the past two years in several different clubs and it's been great. Unfortunately, it seems like maybe 70% of the folks there are merely curious as they don't stick around when people start getting naked or maybe they're part of the 10% or so that seem to be hard-core swappers and the other 20% somewhere in the middle ( but I can't help but think part of the less-than-wanted attention is due to my wife being drop-dead gorgous and the other wives pulling their hubbies away). We fantasize with each other at home about going further, but I don't see that happening any time soon and which is fine with me.
The closest we've come (!) was her recent fondling of another guy while his wife gave him head, two previous times when she asked other wives to give me head while she watched - yeah, 'every guy's fantasy' but it was not as enjoyable as I thought: I'm really only interested in my wife, had concerns about her motivation (was she feeling inferior?) and what to do if the other husband wanted his turn with mine - and once when another wife performed oral on mine while she gave me head. That's probably the single biggest fantasy-turned-reality for both of us, especially when my wife said the other woman wasn't that good, but we haven't been lucky enough to repeat.
I agree that insuring other couples understand before you go into the room and all but one of the five or so couples we've been with would have easily gone further; i.e. better agree on your limits and help each other stick to them - you can always 'cross the line' another time - and there appears to be a lot of sincere advice on this site.