I have a whole lot of experience in this area.
I am a single female, and I have been a part of an exclusive 'swingers' group for about 7 years now, and I had joined couples long before this group. I have been to MANY parties. Every single one I have been to, no matter weather it is at a public place with members only, a public place with 'vanillas' (people who are not swingers, they call them), a private house, whatever it may be - it is ALWAYS advised that if you are caught with drugs, you will be banned from the group indefinitely.
Now, someone like myself who really enjoys drugs, I always have some cocaine with me, or weed, or whatever other chemical fancies myself that evening. I have never shared this with anybody. You never really know where other people are coming from, or what they are offended by, or if they are going to rat you out - and if being a part of this group is important enough to someone, you should probably keep your drug usage to yourself, or a VERY intimate group of people.
I would NEVER throw a "drug" party. If I threw a party, and there were some people there respectfully rolling, or quietly and discreetly doing lines, and acting like adults and not being flagrant about their drugs, I wouldn't mind. But when it is advertised that it is a 'drug party,' really you are just asking for trouble. I think it would be all right to have maybe 4-6 people for a rolling party, but I wouldn't go any higher than that.,
Now, for parties and renting out a warehouse - where I live, we used to be able to do that about 10 years ago, but not now. If any sort of law enforcement caught wind of a swinger party, they'd have the health inspector in there faster than you'd believe. There are tons of regulations and guidelines when it comes to having beds, matresses, linens, hot tubs, etc. My advice would be to do it in a house, that way it is a private residence and you don't need to worry about that kind of thing.
As for the house parties I have been to, they always charge. Usually the smallest fee is for single females, then couples, and a VERY limited amount of respectful single males. The single males need to be screened first, or referred to (spoken highly of from experience) from another couple or single female. Single males pay the highest fees. These fees can cover many things from condoms, lube, washing linens, appetizers. Every party I have been to, they have people BYOB (bring your own booze) and there is a person that the host has hired as a bartender, and they will label your bottle with your name, and you can have them make you cocktails all night long.
Generally, there's a few different rooms. A social room, usually with music and where the bartender is, and where the entrance is. A different room with food, mingling - and then a large 'play' room, with lots of porn and some cushions and toys, and some partitioned play spaces for groups or couples who want to be a little more private.
I think it is also important to establish rules. Parties always have the jackass who thinks he can walk around and stick a finger up any old lady's crotch just because he's at a swinger party. These kind of people should be IMMEDIATELY removed and reprimanded and probably not invited back (hence, why I said only invite single males who are endorsed by a couple or single female with experience). These kind of people can ruin individual's experiences at a party and sour the experience for everyone. NO means NO. I think, even if you damn well know that there are going to be drugs at a party, you should advise people that drug use isn't advocated. Really, I think it kind of covers your ass if there was to be a problem.
Good luck with your party. If you have any other questions, let me know.