I recommend Green Door or Power Exchange  
Power Exchange is Clean , No smoking,  has condoms laying out in couples are (when i was there)  Same company i believe as one in San Fransisco  - and close to the Strip! The rooms are clean, neat, cool deco- fun and inviting, IMO - plenty of rooms to watch or be watched and couples only area - busy times usually late night - and they DO clean up rooms after each encounter !

Green Door , always a good choice late night , I have had loads of fun here . This is the club i have met most of my couple friends from!  also not too far off strip. World Famous - many events happening, check their website - Halloween is a blast! Busy nights good - slow nights will be many single men watching.. but this can be avoided by going to the couples only area.,  ( same at other clubs )
There is a third that others may recommend, but IMO it is not worth the drive - been there 5 times too many -  7 miles + off strip.  

From My experience, the best time to go to any is after 11pm -  
Link below to Power Exchange.  
Have safe fun! XO
also - you can do a search for reviews of each of the swinger clubs. There are some small  clubs and private ones as well that are invite only , and have some great parties within the private groups .

Couples Oasis

And if you join up on Kasidie.com or LifestyleLounge.com they list all the different parties on this weekend. There are lots!!!