An interesting excursion from vanilla sex can be healthy for consenting adults to enjoy together, in conjunction with their regular sexual activities or as something new to try on its own for a while. Here are a few examples:
Some types of sexual deviation
Fetishism This is a very broad category, and can include pretty much anything from rubber bondage to watersports. Experimentation with your partner can be fun as long as you choose something you are both curious about or interested in, and neither of you coerces the other one into something that they find unpleasurable. The Submissive BDSM Play Partner Check List can help you draw boundaries of what you are and are not willing to try so you can compare your preferences. Stick to what interests both of you and stop if either of you change your mind.
Transvestism This is generally something that some people have been into since puberty or since as long as they can remember, and others are not. If you need to do this to get turned on, you certainly don't need to read such simple definitions of it on an online database. It ranges from wearing sexy clothing intended for the opposite sex while masturbating or having sex, all the way to dressing up in regular clothes intended for the opposite sex in public, which worked well for such executive transvestites as Eddie Izzard and Brian Molko. Indeed, when done for comfort or to feel right rather than for sexual gratification, it may not even be a sexuality so much a form of self expression.
Sadism This involves giving physical pain to a willing, consenting submissive or slave, but should never involve going outside the predetermined limits they set for you. See the BDSM checklist above. It should not involve causing emotional pain (emotional frustration out of not being allowed to climax for a while, maybe, but never emotional pain).
Masochism The opposite of sadism, this involves receiving physical pain from a consenting dom/domme or master/mistress. A safeword is often used to make sure things don't get out of hand, and a sadomasochistic relationship is entirely possible as part of a complete, loving relationship in much the same way that a bowl of cereal can be part of a complete, healthy breakfast. It's about not being afraid to explore what turns you on while still having other interests and desires to explore with your partner.