The two of you could check out some "lifestyle" clubs in your area and visit on a night they hold their hospitality meetings. Its simply to invite new members and meet people with your interests, but, it also gives you access to people you can meet in private. Threesomes are the easiest ones to arrange, and my wife enjoyed them when we were swinging regularly ... we did both MMF & FFMs.
Just enter "Adult Lifestyle Clubs" for your state or any state, visit their website, maybe call them to see when they hold their "Meet & Greet" meetings. The ones we attended, everyone was clothed in the hospitality room, but could break off into private rooms elsewhere. Some even let you walk around and see some of their activities ... pool, etc.
If you'd like a link, I can give you a few. Just tell me what big city you're close to in AZ.
Good Luck!