Sir Jasper isn't ripping bodices, these days. He's ripping spacesuits… and he's just as likely to get his own thong whipped off!
One of the late Barbara Karmazin's memorable one-liners of SFR writing advice is "When writing, always strive to boldly go where no one has gone before, and this includes in the bedroom."
…Also, I'd say, in the bathroom, the dungeon, the cathouse, the doghouse, and the gladiatorial locker room. If William Shakespeare were writing today, in the space age, he'd write of alien "Nature red in tooth and claw."
Science Fiction Romance boldly comes with sex acts and situations that might be too offensive for publication if they popped up in any other modern genre. I don't count Graeco-Roman myths and legends as "modern".
Space aliens are not what one might call "politically correct". Most of our "good" aliens visit Earth illicitly, and quite often they are here to break a whole slew of our laws about kidnapping, abduction, sex slavery, forcible seduction, rape, human trafficking, grievous bodily harm, murder, vigilantism, animal abuse, torture and more….
We have cultural and religious taboos about having sex with other races (miscegenation was widely prohibited in the USA until 1967), not to mention sex with other species.
Aliens aren't just another race. They're another species. The proper term for sex with other species is either the loose British term "buggery" or the mind boggling "zoophilia" (or "zoosexuality"). I know, "zoo" does not mean every inhabitant of the nearest zoological garden.
In Greek mythology, the zoosexuality happens "off-stage", and with the exception of the Minotaur's father, the sexually excitable animal is generally a shape-shifting god. We're told that Zeus visited Leda as a swan, or Io or Europa as a bull, but that's backstory, and what's interesting is the consequences for the mortal woman and the resultant offspring.
Not so with SFR.
In Anne McCaffrey's Freedom's Landing, we're in the consenting woman's head as the cat-headed hero's penis penetrates her (slowly). Happily, his penis does not appear to have been barbed.
Should it have had barbs for verisimilitude?
*See footnotes for more fascinating trivia about diversity among animal penises.
Possibly it wasn't "that sort" of story. In many SFR erotica stories, the were-dragon, were-wolf or were-whatever-he-is makes love to the human woman while in his human form. But not always. There are romances where the shifter shifts during sex. And, there are romances where the hero is what he is all the time.
In 2004, Barbara Karmazin's THE HUNTRESS was a bold, ground-breaking pioneer of sexy SFR, featuring a reptilian hero with a double penis (like an iguana), a penchant for scent-marking household fixtures and fittings, and toenails so long and sharp that he could only wear sandals.
Rulagh's toenails rubbed me the wrong way. I'm not at all into toenails. I seem to recall a particularly nasty big toe with yellow nail in THE POWER AND THE GLORY by Graham Greene -- which has nothing at all to do with aliens or Romance.
Have you ever noticed how it is almost de rigueur for a Romance heroine to notice the hero's impeccably manicured hands? His well groomed, long --they are always long-- fingers? How often have you read a passage where the heroine notices with approval the hero's neatly trimmed toenails?
Part of the problem is that most of the heroes that our mainstream, non-SFR editors buy wear shoes, boots or top boots (or moccasins). Therefore, if the hero's feet are bare, other parts may also be, and the heroine does not need to draw spurious conclusions about his wedding tackle based on the length of his toes. However, if he is an alien, his feet are on the table, or could be.
Mixed metaphor intended. Metaphors are fertile ground for alien romance humor. I should warn you that I am more interested in the politics of sex, and the pratfalls of sex than in out-of-this-world orgasms. That's why I write what I call "Space Snark" ™ 
Speaking of the importance of non-standard body parts for world-building, Lisa Shearin does a fantastic job of reminding the reader that her POV character is an elf. Fantasy heroine Raine Benares checks out fanciable elf and gnome males with great appreciation for their elegant, pointy ears.
The closest that I have come to an exotic hero with edgy body parts is my alien king of the Volnoth, Viz-Igerd, whose titles include The Gravenclaw and "His Potency".
He has skin like a squid which can change color at will for camouflage or intimidation, fully retractable cojones (and so forth), and a "warhand" which is a surgically modified hand with claws that do not retract. It's less like something Wolverine would sport when enraged, more something either feathery and eagle-like, or hairy and bear-like.
He doesn't wear clothes. He is a proud (except for the voluntarily retracted genitals) traditionalist. On his own world, this is fine and dandy and supremely practical, but it does create certain problems when it comes to interstellar diplomacy.
Please see footnote for a description of the fearsome Viz-Igerd through human eyes. Or visit my Twit Wall and look for "A naked alien seen through human eyes".
Why are SFR writers able to write with such carnal diversity about gay sex, sex in ménages, sex with menageries (zoophilia pun?), and sex with members of other species?
Are our bestiality taboos learned or instinctive? Some say that our taboos stem from moral panic, others that the "Abrahamic religions" teach that God has a plan for mankind which involves specific, approved behaviors. There's also a fear of creating dangerous or unattractive mutants and monsters (such as the Minotaur). I suspect, there might also have been some concern in the wilderness years about competition from the Egyptian gods.
Others see "bestiality" as an issue of animal welfare and good stewardship. In fact, some laws regard animals as legal minors (like children) because they are incapable of giving informed consent.
Or is it all a matter of hygiene -- the potential for the interspecies mutation of parasites and diseases, and reasonable prudence enforced by various prehistoric "nanny states" for our own greater good?
Why does the world wink at a full range of carnal diversity in the case of romances with aliens?
Is it because the alien --or were-being-- is as smart or smarter than a human (by our standards of intelligence) so we don't have to worry about his welfare. We don't have to concern ourselves about his consent, because he is well-spoken, articulate, thoughtful, and socially responsible. He is not altogether lethal in the sack or in the mating flight.
And we can assume that anyone technologically advanced enough to cross galaxies has probably conquered his own parasites.
Bottom line: Almost anything goes in SFR, and that's okay because 1. They're aliens. 2. They're smarter than we are.
FOOTNOTES
Diversity (also bifurcation) in animal penises
Instant gratification, look here
http://bayblab.blogspot.com/2007/07/penises-of-animal-kingdom.html
http://scienceray.com/biology/zoology/bizarre-penis-facts-in-the-animal-kingdom/
Iguana penes if you scroll to the bottom of the page. Lovely!
http://www.greenigsociety.org/anatomy.htm
Buggery:Under most common law legal systems, the term buggery refers to a criminal offence and has a specific legal meaning. In English law, "buggery" was first used in the Buggery Act 1533, while Section 61 of the Offences against the Person Act 1861, entitled "Sodomy and Bestiality", defined punishments for "the abominable Crime of Buggery, committed either with Mankind or with any Animal". Neither Act defined what constituted buggery. Over the years the courts have defined buggery as including either:
1. anal intercourse by a man with a man or woman, or
2. vaginal intercourse by either a man or a woman with an animal
but not any other form of "unnatural intercourse".
At common law consent was not a defense; nor was the fact that the parties were married. In the UK the punishment for buggery was reduced from hanging to life imprisonment…. As with the crime of rape, buggery required that penetration must have occurred, but ejaculation is not necessary.
Zoophilia
http://en.wikipedia.org/wiki/Zoosexuality_and_the_law
Miscegenation
http://en.wikipedia.org/wiki/Anti-miscegenation_laws
Cats' barbed penises
http://www.kittens-lair.net/cat-mating-and-pregnancy/feline-mating-pregnancy-and-the-birth.html
The male cat's ‘penis' is covered in hook-like barbs, and as he withdraws these barbs abrade the females cat's ‘vulva'. She will scream and turn to bite him. An experienced male cat will maintain control of her until he fees it is safe to release her and move away.
Rowena Cherry writes humorous, quirky, politically-incorrect SFR. She is particularly fond of trivia, etymology, puzzles (including chess) and word-play.
Rowena Cherry's books are: Forced Mate, Mating Net (short, prequel, e- only), Insufficient Mating Material, and Knight's Fork.
Excerpt from KNIGHT'S FORK
THE CLAW’D ARRIVES AT THE TRAJANT
The TRAJANT
Situation Room
“Good grief, son! What’s that?” Grievous blurted out.
Thor-quentin stood in front of the one-way hologram, looking ashen and about to puke.
The shark-eyed technicians looked more grim faced than usual, and the Trajant’s War-Star Leader –a normal-looking Tigron— was there, which was unusual.
“What do you see, Grievous?” Thor-quentin gasped.
Grievous supposed that the young Prince was virtually begging him to provide a running commentary, while Thor-quentin got a handle on his intestinal fortitude.
“Right. Well, I daresay if what you want is a fresh eye, I’m your man. If a translation is wanted, someone else’ll have to cut in.”
Grievous eyeballed the Imperial warriors. They all seemed stunned.
“I see a tall, good looking, bald-headed dude. He’d be better looking if he wasn’t so ferociously red in the face, but he’s one of those smooth faced chaps that baldness suits. Talking of suits, he’s wearing a skin tight, multi colored cat suit, or jump suit, and one punk looking gauntlet. Oh, Hell’s bells and buckets of blood!”
The gauntlet flared.
“That startled me. Sorry. His gauntlet just opened up, like an umbrella, or the ruff on the neck of those fierce frilled lizards. Hecky thump! Will you look at those spikes! Now he’s showing us his claws. I shouldn’t like to meet that chap in a dark alley!”
Thor-quentin inhaled.
“Nor should I, Grievous.”
The dude was saying something. As he spoke, black warpaint appeared under his bright green eyes, like the glare-block that some professional athletes had begun to favor.
The penny dropped.
“Good lord! Is that the Volnoth King?”
“Yes,” Thor-quentin said. “That is my aunt’s Mate.”
Grievous felt his jaw drop. So he’s not wearing a cat suit. Ken Doll came to mind. Or paintball splashed, shop window mannequin. No rude bits and bobs to worry anyone. But that warhand was a nasty piece of work.
The extraordinary fellow held up an unrolled scroll, rather like something you might see in an ancient Egyptian or Biblical movie.
“Why is he shredding that thing with his wicked fingernails?” And why are you all looking scared shitless?
The War-star Leader spoke for the first time.
“Viz-Igerd, the Gravenclaw, the King of Volnoth, has issued a ‘Claw’d’, which is a limited declaration of war, to be settled by mortal combat between the challenger and the accused in a public arena.”
“Grievous, he has challenged me to a fight to the death,” Thor-quentin said.
“You, son? What the hell for?” Grievous spread his arms in the sort of appeal against unfairness that any umpire or referee would understand. “What can we do about this? It’s obviously a mistake. Can’t we get this mess straightened out?”