THe biggest dynamic w/ 3-somes is that there is a moment where, even though you both talk about it, agree that it is what you want and that you love each other and all is kewl, there can be a momentary swing where what appears to be all 3, sort of becomes one and two, i.e. you might involve someone who wants to see if she can take away the guy or mess w/ the girl or do some sort ofmental manipulation. Or if there is any sense of insecurity, even momentary where the girlfriend feels like the other female is encroaching over the boundaries, that one little spark of jealousy or uncertainty can mess up your relatioship big time.
I guess that's the little swing in what feels "good" to watch for. But I you should do the non-commitment exploration first w/ the clubs, private dances, etc. Ya just never know. But you do need to be very aware of the balance & intentions of all parties. Sex can be just waaay to intimate to play around with.