The way many groups get started is a group of friends with similar goals and values setting a time to meet. That's how many munch groups, play parties start.
What I've seen work to various levels of scale:
- Create a schedule of where and when you want to meet. This might just be each persons house each month, or maybe rent some space for the group per month. There are lots of stores and such that are run down, and after some care and money could make a great clubhouse. Where you run into the red tape is when you start charging, and it becomes a place of business. Knowing how to keep whatever money is donated into operating costs, and not collecting in a bank account anywhere will help alleviate that.
- Buy property, get lawyers, cut through red tape, start your own place. This takes some market research, as well as investment of money. What you are allowed to do in there will be restricted by the legal jam that will come with starting such a place. If you are able to find a liberal enough market, you would want something that is pansexual, and limits activities according to the applicable laws your place of business. The dance club atmosphere is rather popular, and you would need a couples only section to keep out the voyeurs who just want to see naked people.