To start off a club is probably the easier option. Either option, however, is going to be fine. Desire is a clothing optional resort that is swinger friendly...that means you can wear clothes or not, it's optional, and swinging is not a requirement (or even expected). Even if you go to a club, 99% of the people there will ask before they do anything (there's always that rude 1%) and even if someone touches or does something unwelcome, just telling them to stop will end whatever they are doing (or the risk getting removed). The hardest part of going to a club is walking in the door...everything becomes easier after that. If you are worried that you might see someone you know (and like most swingers, you probably don't want anyone you know to know), just remember anyone else that you see there is there for the same reason as you and probably doesn't want anyone to know they are there as well. It rarely becomes an issue because the chances of running into someone you know is VERY slight, but we understand your worry.
Either option will work. Desire will give you a great sexy vacation even if nothing happens (but so much CAN happen if you want it to) and a club will give you a less expensive, easier way to dip your toes in the water without having to cross international borders. Let us know what you decide to do...