Hmm,
If my opinion accounts for much, I would say go to the adult theater. My reasons for such a recommendation are selfish. Detailed stories of naughty erotic events in such dirty and out of the way places are far more exciting than what seems to be the often predictable stories from Swinger's Clubs. Of course, I mean no offense to those attending clubs, I just prefer stories that place normal couples into situations they would never have thought to find themselves in. That is what makes the couple unpredictable and the stories far more erotic.
You simply can not predict what your wife might do in such a theater. Nor can you predict how excited you might get watching her do something to another that makes you jealous and orgasmic at the same.
Take the chance, act on impulse, true you might regret it, but you will never know till you chance it. Let your wife go crazy in that theater. The kind readers of these forums might, just might, be eager for a highly erotic story, but don't want to admit it