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Personally, I imagined them as places for exhibitionists, people with extreme sexual preferences and the odd perv, standing in the corner and w***ing himself off to the whole thing.
Last night, I visited Le Boudoir, a members club that hosts sex parties every week, held at a secret London location.
In an effort to blend in, I’d dressed provocatively in the little black lingerie dress that I reserve for special occasions. I’d also brought along a female friend, who we’ll call Cassandra, although that’s not her real name.
Le Boudoir is a bring-your-own venue, and I suddenly regretted that we’d only armed ourselves with one bottle of wine.
I needn’t have worried though, as Master Boudoir, the club’s impeccably dressed host, had already prepared a special treat for us – personalised vodka bottles.
As we enter the main floor, the club’s social room, the atmosphere is mixed; some couples are sat huddled together on sofas, while others are eyeing each other up, and one lady is having a spin on the stripper pole.
I tried the pole myself later that evening and was far less impressive, which the developing bruise on my bum is proof of.
‘We get lots of newbies, and I think what’s exciting for them is that there are so many possibilities here,’ he says. ‘People who come here definitely seem to have a great sense of humour, and they’re engaging and great characters.’
It’s dark and inviting, and smells faintly of popcorn, a trick the club has implemented to conceal the natural smell of sex that’ll soon fill the air.
I went to a sex club – and here’s what happened
As we descend the stairs, I spot a large bed with a TV above it, set to porn, and a large vibrator, free for all to use. An hour later I saw a woman give her partner a blowjob as she enjoyed the vibrator herself, so it definitely gets used.
The building used to be a bank, and owners of Le Boudoir have kept many of the original fittings, including the vault which, coincidentally, is home to the dungeon.
‘The dungeon affords lots of excitement,’ Master Boudoir explains, including a padded wall, a St. George’s cross and a spanking bench with restraints. Sometimes, couples will say to me ‘Master Boudoir we’ve seen you do your thing, would you mind showing us your techniques’.
‘I’ve got my bag of tricks and I’m constantly adding to my implements, and it’s always to increase the woman’s pleasure. Each woman has different triggers and yearnings, so I’m very careful about asking what she’d like and I check whether she’s OK at each point.’
Master Boudoir is teaching me and Cassandra how to spank a blonde lady who is restrained on a bench, while she gives her partner a blowjob.
Feeling somewhat awkward and out of place, I promptly apologise when I spank her, to which I’m met with kind laughter by both the woman and her partner.
Meanwhile in the two prison cells, one of which has a sex swing, two couples are having sex as the whole room watches.
It’s all very voyueristic, and I can sense which couples have been here before. It’s not a naked fest though – most of the crowd have their underwear on, while others 
are fully dressed still.
I leave Cassandra and the Master to do their thing, and venture outside to the smoking area, where I chat to a few of the guests.
It’s a mixed bag, but it’s a much younger crowd than I’d anticipated and most of them are fairly attractive.