I have entertained many gentlemen who are married and open with their wives, though I do think the majority of gentlemen are not so overt with their extracirruclar activities.
In general, I assume most woman aren't stupid and know on some level that their partner may be attending 'man spa' on occasion. However, I also think that most woman would rather burry their head in the sand regarding that aspect, and would actually prefer it not be thrown in their face.
A little extra attention, pampering and sensuality are really not that different than a woman going to the spa for a day and having her needs taken care of. The service we all provide is a small yet integral piece of the marriage pie, and if it is lacking, the result is often that the man is no longer the best husband and father that he can be. Most woman don't want this actuallity in the forefront, but they are happy to reap the benefits of a relaxed and rejuvinated parnter.
I do have a small handfull of wives who are liberal enough to recognize the value of what we do, and openly acknowledge that they end up with a better husband once his needs have been taken care of. A couple are so liberal that they actually call me up when they feel their husband needs some extra attention and will ask me to call him up and invite him over. (of course I would never acknowledge knowing a gentleman unless I was aware of the open situation between him and his partner)
You are the only one who can determine what the appropriate course to take is. If she is a strong enough woman to handle the reality, then I think letting her know can quite possibly strenghten your relationship (and add to the spice if she is wanting to have a lady join her). After all, if you aren't gong to be lying about this aspect of your life - what is left to lie about?
If in doubt - either don't do it or don't tell her.
If you feel this is something which will leave you feeling guilty afterward, than it is certainly not the right course for you. This is supposed to be an outlet to aleviate stress, not create more of it.
If some extracurricular activitiy is what you have your mind set on, then I would absolutely suggest seeing a professional companion over the other possibilities. At least in this arena, you know the lady is not going to do anything to breach discretion, will not be calling you inappropriately, isn't looking for anything more, and is going to be educated on health and safety to ensure you never do anything to compromise your loved ones.
The only time I would really advise against not saying something to your partner is if you are doing so to remidy your own guilt.
