Dr. James Kahn wrote a marvelous book, "World Enough, and Time", filled with human brains in lifelike robotic bodies, vampires, dryads, centaurs, unicorns, wolves and many, many others, all of whom have healthy sex lives, though the book itself isn't overly erotic.It was advertised as the first in a trilogy, but to the best of my knowledge, the third volume never appeared (and wasn't needed, since everything wrapped up neatly at the end of volume two). The second volume has some sex near the end (and giving birth to a new world), but on the whole lacked the wonderment of the first -- so much so that I didn't feel compelled to keep the second, whose title I have long since forgotten, around. World Enough is a simply marvelous book, and I strongly recommend it to anyone who enjoys either science fantasy or xenosex.
(As an aside, Kahn also wrote the mystery novel that the pilot for the TV series "Diagnosis: Murder" was later based on.)