shesmy1, we know of the two clubs that you speak of in Phoenix. Yes, they are skeevy but that's where we started. If you go on a Friday or Saturday night from 11pm and later, there is a sizable crowd where there's more couples. At Discretions, they have two places that you can indulge your exhibitionism without feeling like you will be swarmed. There is the barred couples room near the front that only couples can enter (this is only on Fridays/Saturdays. Single males will line up to peek inside to see what happens in the room but cannot enter unless invited in by a couple. Another option is what we call the "fishbowl" room because it has a one way window. You go in and can't see others on the other side (you can still hear them though) but they can see you. We've done both and even though it's not the dance floor fantasy you can have a couch/bed that is more comfortable. We have also been to the Red Rooster in Las Vegas and to tell the truth, it is also skeevy feeling. We still haven't been to a club that is not skeevy and will probably have to find one whenever we travel out of state.
There are house parties in the Phoenix-metro area as well that you can engage in exhibitionism as well. If you are specifically looking to only do the dance-floor fantasy, then hopefully other members of the forum can point out a club out of state where that is acceptable.