Someone should say it. Think long and hard before taking that first step. Some mongers will tell you about the rabbit hole you go down after your first visit. If you have a good relationship with your SO and are just looking for some excitement, try to introduce it into your relationship first. Hobbying will change your relationship because it has to, you are keeping secrets and you are engaging in a sexual dynamic that is going to effect how you view the sex in your home relationship, plus you are putting an unknowing party at the same health risk you knowingly take.
The other side of the coin is, you can introduce all kinds of fun, variety and convenience into your sex life if you have the funds to support it.
Good Luck!