I've had a couple of MMF encounters with TAG posters, and they've been highly enjoyable.
Finding a woman that's really into it is important, and I've been lucky in that every time the woman was already organized by the other male. Generally asking someone you see regularly will provide this, I'm not sure how you'd organize it through an agency though.
Finding a LH can be tricky, so best to organize in advance. Walking around a LH district as a threesome trying to find a LH that will take you, that still has rooms available can be tiring when you are looking forward to the fun.
Respect everyone's boundaries, the first few minutes can be a little awkward the first couple of times, but if you get a woman that's into it she'll soon have a cock in her mouth while the other guy eats her out and after that it just feels natural as you focus more on the pleasure than "there's another guys cock near me"
If you want to do some of the trickier things like DP, or 2 in a hole then expect to get very well acquainted with the guy
and take it slowly at first as its not as easy as they make it look in porn movies.