I'm relying upon the Song of Solomon which speaks favorably of Solomon's harem and Ecclesiastes 2:8, "the delights of the sons of men", which in the Hebrew (and obscured by traditional references, such as Strong's Concordance and Vine's Dictionary) refers to harem dancers. See also Alev Croutier's Harem: The World Behind the Veil (Abbeville Press, 1989).
Of course, a harem dancer is different than the promiscuous dancers of our modern strip clubs, the haunt of harlots, drunkards and drug pushers. There is a difference between lust, which is the desire for what is forbidden, and sensuality, which is the acceptance and nurturing of our humanity.
See also the book, Eros Made Sacred: The Biblical Case for Polygamy