By the time someone figures out their perfect role playing scenario, they risk becoming a little carried away with it. "With a lot of people, they get so excited about it, they jump in whole-hog right away," says Marin. Instead of investing in costumes, props, and setting up an entire playroom, start simply. Test out the fantasy verbally first with your partner, whether during sex, via texts, or over email. Going slow can help make sure this is something that actually interests you — and can save you quite a bit of money.