I'm not sure I'd recommend a sex/swinger club unless you have some experience in that world (swinging, group sex, sex in public etc).
There's rules and etiquette and ethos and the whole thing could be a bit daunting if you aren't used to group sex with strangers.
Plus one common complaint about sex clubs is inexperienced guys turning up and thinking that they can get with every woman in there, which is certainly not the case. Don't be that guy.
And it goes without saying that if meeting an escort one should be on the look out for signs of coercion/trafficking.