I'm actually a videographer, so I am more than qualified to give you some tips. I would need to know what your budget is, and what you plan on shooting a video on, but here are some general tips, that work for making any kind of compelling video.
1. Use 1-3 cameras, if possible. One for close ups, one for wide shots, and another for mid level shots. This will also save you in the editing room.
2. Anticipate the most compelling moments, especially facial expressions if your subjects want to be seen. Other than that, get close ups of the sexual action.
3. Use lighting that frames the subjects and the actions and they're bodies well. Have a backlight, and a light to fill in body shadows.
4. If you are using a DSLR, use 35mm to 50mm lens with a 18-1.4 aperture. You'll have more light to work with.
That's really all I can say without knowing knowing more details.