If I' wasn't so insecure, I'd love to with another female only.

Me and my hubby has been together for 11 years now and has had many 3 some's and one 4 some. At first it was horrible cause we didn't know that you should put rules in place before doing something that personal with someone that's not part of your relationship. Once we figured it out, got some rules set in place, and found what makes us comfortable we really come to love it! I think it's not as easy as most people make it sound when your first starting out, but as long was you both know what you want, what your comfortable with, have some understandable rules in place, and know it's mearly physical and not personal it can be the most fun ever!  

You're missing an option, "We both would/have"!! DH and I have had several, even a few foursums, and we've never had a bad experience. I guess it all depends on how open and trusting you are in your relationship