This can be a very touchy situation. First of all, I am sure you wouldn't want to do anything behind his back. Nothing that would cause dishonor or mistrust. Definately not something you would feel guilty about for the rest of your life. So the only good way I would see to do it would be to tell him what you want. But here's where it gets even more complicated. As you stated, there is the option of a threesome. Or, you might see if you could have sex with another woman while he watches. Maybe that would be more along the lines of what you want? Regardless of what you choose, keep this in mind...

The only time I would advise bringing a third party into the bedroom is if you are 100% certain that you are both fully trusting of the other and that there are no signs of possible jealousy. Despite one of you saying that you would be ok with it, the tables are very likely to turn when you actually go ahead with it. He might tell you that he would like it, but I have known other couples (friends) who have done it and one partner gets completely jealous. It can really cause problems in your relationship. Often times, one person no longer trusts the other andis full of doubts because they fear that you will want the third part more then them.

On the upside, if you are both comfortable, trusting, and confident in the situation then it can be a great way to spice up your life and try new things. You just have to keep the other person's feeling in mind at all times and make sure that they are ok with everything that is happening. And always be reassuring that it's only a desire/fantasy and that your love lies with him and his sex is still more then satisfying.