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I'm not interested in cheating, ever.
However, me and my girlfriend have talked about having a threesome someday. She's bi, and if we found the right person we might develop a sort of friends with benefits relationship with her, where we hang out and do non-sexual stuff sometimes, and then sometimes we invite her into the bedroom with us.
It's become a really strong fantasy for me, having a friend of ours who we can invite over for movies or for "playtime" and sex games and stuff.
We've even talked about what we'd do if she got pregnant, how we'd handle the possibility of STD's, and how we'd handle the other girl's needs and treat her as a whole person instead of as an object.
We've even talked about what we'd do if one or both of us fell in love with her, but I'm not worried about it. I love lots of people (in different ways, admittedly), and it doesn't diminish my love for my girl. She'll always be my best friend, my first and best love, the one I want to spend my life with.
There's no point at all, I'd rather be celibate in an unhappy relationship until it's over than have sex with someone else. I mean if I was that unhappy I'd need the relationship to end and the wounds to heal before considering the idea of sleeping with anyone else, it wouldn't be fair on myself or the other person I think.