Start by making sure your relationship is rock solid (see my hundreds of other posts about love/trust/communication). Then set your rules and boundaries, keeping in mind that they can always be (and usually are) changed, but only with you both agreeing and only outside of a sexual situation. Are you both looking for a threesome with another man or woman, a foursome, same room sex, soft swap, full swap, with all of you in the same room or separate rooms? Decide if you are looking for a couple to be FWB or if you are just looking for a 'one and done'. FWB are usually easier to find on swinger sites, 1AD (one and done) are usually easier to find at swinger clubs.
Depending on what you are looking for you have two choices from here: swinger clubs are pretty easy to find by searching the internet (but depending on where you live, they might not be real close to where you live). If they're aren't any close, plan a weekend and get a motel room for the night. Go to the club and let them know you are first time visitors and they will usually give you a tour of the place. Don't go with any expectations other than just having a great, sexy night out together...anything else that happens (or not) is a bonus. Trying to 'force' something when it just isn't there will quickly take the fun out of the evening. Look at it as a date night...only there will be naked people around and you can watch 'live porn'. If more happens...yahoo!
If you are looking for FWB, then the next step is to set up a free profile on several of the swinger sites (see 'please visit our sponsors' at the top of the page). Once you find which one of the sites has the most local people for what you are looking for (and this is IMPORTANT), pay to JOIN that site (lots of couples don't pay any attention to non-paying members since a high number of them are just men looking for a thrill, fakes, flakes, or fantasies thinking that the wife will go along). It's only a few dollars and ups you credibility (you probably will pay more for a night out with your partner, don't be cheap). Finally, sit down together and start looking at other profiles. If you find one that you both like (do not settle here...you both need to be in agreement for all decisions when it comes to swinging) send them a brief 'hello' note. Be sure to include something that shows that you read their profile, this will make a difference to the other couple. If they are interested as well, then set up a meeting...usually drinks or dinner. You will find out more about them in 5 minutes than in 5 years of texts and/or emails. We recommend that the first meeting be just a meeting...no sex. This will remove any pressure and allow you both to decide if the other couple is a good match. If they are, set up the next meeting and hold on for a really fun time. If not, just keep looking. It will most likely take some time to find a match but just keep looking, your match is out there.
Take your time and enjoy the trip as much as the destination...then report back as to how things are going. Most important is that this is something that the two of you are doing together and that you are both having a great time. Good luck and let us know if there is anything else we can help with.