So jealous.
My fantasy is to have sex with my wife in front of other people but not swinging, and pretty much everyone I know has done it, even the people you wouldn't expect!
Several of my good friends have done it while sharing hotel rooms on expensive vacations. They share a room to cut down the cost, and after a night or two of not having sex, they can't help themselves and they just go for it, lights off at first, then lights on and looking at each other soon after. Even my wife's friend who I thought was a total prude has done this! (We only know about it because the less-prude husband told us once.)
When I found out my super hot sister in law did this with their best friends of 20 years in a shared hotel room on an island, I about lost my mind!
I have another friend who's bf wanted them to have sex while his best friend and wife had sex, so they did it in the friend's living room, and my friend enjoyed it so much that they have done it several times now. No swinging or touching, but she loves when she's about to cum and the other couple looks at her.
Regarding places to go like beaches or clubs...who knows. But the people I know who have done it like I described above is way hotter anyway.