I can't speak for Vegas Amps. I've been to a few while there on business, but the ones I went to, looked like Dallas AMPS. Which means, the 2nd you take your wife in for a massage, she'll know its not a real spa.
Ideally, it would be nice to take your wife to a nice day spa, complete with various sauna's, etc. and then you both go off to your separate rooms for your individual massages, she gets a nice Swedish massage or even a deep tissue, while my masseuse fucks the shit out of me. But that most likely won't happen.
In Dallas, some of the Amps don't even want women there. They'll turn them down.
Now if you're wife is up for playing and your "couples massage" turns into a 3 way or 4 way, you'll have to call ahead to see if the AMP has any providers who like to swing both ways.