What did you think of Eros in San Francisco, if you ever went? Is it even still there? (It's been more than a few years since I was there.) The location is convenient, but everything is out in the open, which appeals to some people but not everyone.
The sex club in Fort Lauderdale is very hot, though again it's been a few years (plus) since I was there.
Spartacus in Puerto Vallarta is great fun. Almost everyone is on vacation and pretty relaxed. And it could not be more convenient to the bars etc.
Steamworks in Chicago is still the ne plus ultra of bathhouses, imo. Just sizzling hot and huge and full of prime Midwestern beef (my personal taste).