No, sex does not work. Theory is confused with fact and I can see why. Yes semen has prostaglandins in it and prostaglandins are associated with the onset of labour. BUT these prostaglandins will not start labour. It's like saying well you can make heroin from an opium poppy so if you want to get high, lick/sniff a poppy. It doesn't work like that. Plus, the type of prostaglandin in semen is better ingested orally so in theory if it worked, you'd be miles better off swallowing it. Still wouldn't work though.
Same with pineapple. It has an enzyme in it which is associated with labour starting. But to replicate it you would have to eat 8 pineapples, skin and leaves included, in one sitting. Literally eat it all in a few minutes. Not only could you not do it, it wouldn't work anyway.
Seriously, they've researched, researched and researched. You cannot start labour at home. And all of the methods involve eating uncomfortable and spicy foods and lots of them or having sex/walking miles. It's fine to do these things if you want to, but they don't work.
The nipple stimulation thing is interesting. The last research I read on it (ages ago so maybe out of date) suggested that it can make contractions stronger and more effective but you have to be practically in labour or on the very, very cusp of it. It works better to encourage slow labour and to strengthen contractions. the article I read compared it to a sweep in that it will only work if labour's utterly imminent anyway but it certainly DOES positively affect strength of contractions iirc.
I think the end of pregnancy is hard and I do so wish women didn't have to feel like it's up to them to start labour and to then feel demoralised and unhappy because they've 'failed'. From people feeling like they have no control over conception and believing they should to the advice meted out in pregnancy, the 'try this, YOU can start labour' stuff just serves to make women feel like they're failing. And they're not. They're making beautiful babies and nature is doing its job.
Have sex. Eat whatever. Walk sideways up the stairs. If you truly want to do it. It certainly won't hurt. But it won't start labour.