A few weeks after we'd met we decided to try our first swinger club, so we went to La Chambre. We'd decided to have a relationship and had both admitted that our previous relationships had failed because we needed sexual variety, and swinging seemed an open way to do this. We'd both done group play and casual extramarital sex before, so the idea wasn't too unusual for either. We didn't swap with any others on that first occasion but we both felt very comfortable having sex among others doing the same. On the next visit we had our first soft-swing swap with another couple and a few visits later had our first full swap. Neither of us felt jealous, in fact we found the sight of the other with someone else exciting (and we still do!).
Swinging has been a regular event since then - after a couple of years we moved in together and married but that didn't stop our playing. it works well for us, more honest and less stressful than hidden affairs. We do it simply for pleasure, not because anything is lacking in our own relationship; our own sex is always the best. We've become good friends with some swingers but we both enjoy casual sex with strangers too.
Our only advice is communicate constantly, after each meet we discuss how we felt, what we did (especially if we were in separate rooms), how the other people performed, whether we'd like to meet them again, etc.