A good way to enjoy the good climate of Spain, is to visit Spain naturist resorts, Spanish beaches, spanish swimming pools in Madrid, Barcelona, Bilbao or Canarias, where is possible to take a bath naked. In Madrid or Denia, for instance, there are spas where naturism is allowed.
Another options to relax nudism are: Charco del Palo in Lanzarote, Finca San Antonio in Javea, Bed and breakfast in a "finca rústica" with jacuzzi hot tub, naturist beaches and golf, "Parque vacacional Eden", a wonderful holiday complex within the natural ecological island of Tenerife.
If you are looking for nudist bars, nightclubs or discos, there are some of them in Madrid or Barcelona. Sometimes in this kind of nightclubs is possible to have sex with people inside the club, in the jacuzzi, or in the beds.
There are many swingers clubs in Madrid or Barcelona, and polyamory groups have been founded during the last years. Swingers focus on recreational sex, though friendships and deeper bonds may develop. With polyamory, deep relationships are the focus, though the sex is often fun.