@*********_Cleo in Geneva itself you have mostly Saunas - not always "the" thing (though cool for the people who like it). We have been to
http://www.duplexx.ch, a former "only gay" place transformed to a more hetero-open venue. Still, many men.
In the surrounding area of france you find
• Le Loving, Sauna in Annemasse - mostly men during thet week but with couple's events on weekends
• La Galerie, trying to be high profile, lots of showing off, truly beautiful audience lagalerie-artdenuit.com, be there early to get admitted..
• Le exhib-club.com in Amancy, truly french swingers club
In Lausanne there are Saunas like the trafick for example. If you drive a bit further towards Berne, I highly recommend aujardinsecret.ch, you can stay over night
http://www.hotel-bb.com/en/hotel/lully-3-lakes (and tell us when you go, it's very close for us ;-)).
In the german speaking part of Switzerland Orangerie has been mentioned already, but Kristallgrotte is worth a visit - more of a swingers club and a different ambiente.
If cou dare to go to north, check out Altromondo (on a couple's evening). Very nice venue.
Have fun!
Alex