Headed to Vegas later this week for some March_Ness. I'm not much of a bettin' man, but I'm hoping that more than odds will be getting laid ;-)
OT: How do you know? Not sure if I can provide anything useful for couples looking for couples, but having been coupled, I do have a couple of suggestions/ideas if you the OP will indulge my ramble for a couple of minutes...
Regardless of whether you're in a vanilla bar or LS club, let go of your fear/self-consciousness/anxiety; You and yours are out to have fun. Don't focus on a particular goal (like meeting and fucking another couple, to put it bluntly), focus purely on having fun with your partner. Expectations most often lead to disappointment.
Leave room for company; If you sit at a table, make it a 4 top. Leave room for people to join you. If at a bar, if possible, position your chairs or yourselves perpendicular to the bar. This will allow others to engage you in conversation. Just another social version of having your arms crossed vs. uncrossed... Sitting at the bar, shoulder to shoulder facing the bartender is a great way to tell people to leave you alone, but too often I see people doing that at LS clubs... Ok...granted, it could be me...
Check out any clubs or Meet and Greets in your area. Network like you're on a job hunt. Seek out other couples who live in your general area and who seem to be (look at Certs/well-developed profiles) more engrained. Reach out, explain that you're new, and ask for advice. As much as this community can be as or more judgmental than the vanilla world, its rare that people won't at least try and provide you with some information and direction. Everyone was new once.
Lastly, have fun. Ideally, you should be having as much fun or more with the person you bring to the dance than you would with strangers. So, don't look at things in terms of success vs failure. Some of the best times I had as a coupled M involved playing with my GF in public view. I'll give her all the credit; She was wonderfully verbal and physical. So, we drew a crowd. People seemed to enjoyed the show, and would often engage us in conversation after the fact, which was...nice.
Good luck OP.
BT