We talked about rules long before ever even making the first attempt of just going to a club. Kissing was one of the first things that was brought up. My wife wasn't sure she would be okay with watching me kiss another woman. My response is that we are both very passionate in our own sex life and kissing is an integral part of getting turned on but it doesn't have to necessarily mean we are crossing an intimacy boundary, we are just getting ourselves warmed up. She seemed to accept that answer and relax some. She loves being kissed so I think when she visualized it more as herself rather than me she understood better.
We agreed that kissing was OK but also agreed that if it made us uncomfortable we wouldn't stop it at the time but would revisit it at an appropriate time. Incidentally, A while back there were three couples sitting by us in the club. There was lots of kissing going on back and forth across couples as the night progressed. My wife was very observant of that.
Up to this point we had only played very lightly, not even really soft swap in the club, limiting any real play to just ourselves. After that last night we agreed we were ready to take another step if the opportunity presented itself. We talked about the rules and she mentioned kissing again but this time she said after watching the way those three couples interacted with playful kissing and how that was a turn on to watch she was more confident it would be OK.
Fast forward to our first swap. She was really into the kissing and actually made the first move on the other guy. It was passionate and enthusiastic. I could tell she enjoyed it and got turned on by it just by the way she leaned into him and grabbed the back of his neck the way she does with me. I have no problem with it and she doesn't now either.
To answer the original question.
1) Same room.
2) Condoms for penis/vagina penetration.
3) If anything happens that we aren't comfortable with or prepared for we have the right to stop it, no questions asked. However, we agree it's probably best to let it continue unless it's a health or safety thing and talk about it at a more appropriate time and adjust accordingly.
Things can happen and we can get caught up in a moment, perhaps one gets a little too romantic, passionate, animalistic, whatever, because we might be feeding from whoever we are with at the moment and it feels good. I'm not going to stop her in the middle of fucking just because she says, "Oh God, I love your big hard cock" and she's never said that to me before. I'm going to let her enjoy her big hard cock and later in the week bring it up in an adult way. Maybe I'd say something like "you might not even remember saying it but it was a little more than I was comfortable with hearing you tell Bob you loved his big hard cock". Just for the record I'd never say that because I loved hearing her say just that during our swap. It's just an example of how we have agreed to handle it. I made a point, on Wednesday, after our first swap on the previous Saturday to find some quiet time and ask if there was anything we needed to discuss about the weekend like adjusting our rules in any way or if something happened that she didn't want to happen again. Her first reaction was to ask, in a concerned tone, if there was something I needed to talk about. I told her absolutely not, I loved every second of it but it was a question that I felt would always need to be asked and she could count on it being asked again. That answer from me got me a nice blow job and a quickie:-) I figure it's a good idea to wait a few days to allow ourselves to digest the events, come down from the high or recover from the disappointment and know we are going to have some time to talk.