has your fiance had experience in this before I wonder? It sounds like she has given it a lot of thought and has rationalized how it would benefit you and her. Maybe she really thinks this is a good idea? It certainly may lead to a poly lifestyle along the lines.. how would you feel about that?
In my experience with swinging there is a rule that men are not allowed on there own to such events... women are, but not men, they must come with a female partner. I don't know if that is the same in your area, but it might be a heads up.
Being poly I found it difficult not to care about the people I met and met a couple again after the night we met at a swinging party. I found it more comfortable to be with people I know rather better rather than someone I had just talked about the weather with for a half hour.
The lack of communication in the swinging community was difficult for me and it made talking about safe sex difficult too.
Being such a good communicator I prefer the poly option. You sound like a good communicator vintersorg and I wonder what your experience would be to be on your own in such a possibly highly overwhelming environment. Who knows, you may just love it too!!!