Islamic sexual behaviour is built around the preservation of the family; and it is unabashedly pro-family. It puts the balance between social responsibility and personal freedom that any society must determine more on the side of social responsibility than, say, Western society does. So it may appear to the Western mind to be overly strict; but, hey, nobody's forcing you to live under Islam. As someone who has spent most of his time in Western society, but a little of their time in pseudo-Muslim states (that is, countries where the Islamic law is implemented at the personal level, but not at the governmental level), all I can say is don't knock it if you haven't tried it. They feel safer, more stable, and more sociable.

Anyway ... on to the topic:

When

Sex is meant to occur within the context of a normal heterosexual marriage within Islam. Sex outside of marriage is regarded as a sin. Theoretically, the punishment for someone who has never been married having sex is 100 lashes, and for someone who has been married having sex out of marriage is stoning. I say theoretically, because to actually get convicted requires four independent witnesses, which is kind of difficult to imagine happening. Furthermore, if you can't make the allegation stick (i.e., you can't get the four witnesses), and you still suggested someone committed adultery, you get eighty lashes. Some scholars have suggested that it's more a punishment for doing it publically in defiance of Islamic society's mores. Of course, this only applies if an Islamic state is operational. More information can be found in Chapter 24 of the Qur'an.

Homosexuality is regarded also as sinful, with the general consensus being that the punishment for homosexuality is the same as that for adultery and fornication.

Celibacy

Celibacy is not encouraged at all by Islam (although obviously, neither is promiscuity). Men who are celibate are not seen to have a higher religious stature, in fact Muslims are encouraged to get married as, to quote the Prophet Muhammad, it "completes half of the faith". It is seen as completely repressing a natural desire, which is going to be destructive in way or form; marriage is seen as the correct outlet for that desire.

The bedroom

The objective of sexual intercourse is NOT just for procreation, but also as a source of mutual pleasure for the husband and wife. Generally, the rules are anything goes (with the following exceptions), so long as it is consensual.

Sexual intercourse is not permitted during the woman's menstruation, but intimate contact is (e.g. fondling etc). This is discussed in Chapter 2 verses 222 and 223. Also, anal sex is considered by most scholars to be prohibited, although there are a minority who say it is disliked, rather than outright prohibited.

There are also other periods when men and women are not allowed to have sex. These include fasting, especially in Ramadan, i'tikaaf (spending time in meditation in the mosque) and ihraam (when one is going on a religious pilgrimage, e.g. Hajj).

Also, what happens between a man and a woman in the bedroom is their business, and neither party should disclose it publicly, except to discuss medical problems etc with a doctor or a similar problem.