The club i go to advertises in the clubbing section of Time Out, it's been running for over 10 years. If you want to find these places it's not that hard, the internet is a useful tool. A good place for reference if you live in London is londonfetishscene.com, it has chat rooms, club listings, links for mail order, galleries etc. etc.
The swinging scene doesn't really sit hand in hand with the fetish scene, but there's a bit of crossover.