In Fable 3 for the Xbox 360, there is a Brothel you can create for your private entertainment. The Brothel also helps with the orgy you need to have for some legendary weapon abilities.
You won’t be able to create the Brothel until after you become the ruler of Albion. At some point you will be confronted with an opportunity to create an Orphanage or a Brothel in Bowerstone Industrial. Choose the Brothel, but understand that this will be considered an evil choice.
You should still be able to make this choice and be a good character, as long as you didn’t make too many other evil choices during the game.