"Men fantasize slightly more, but women have conventional fantasies more often."

Researchers at the University of Granada in Spain interviewed 2,250 participants, all of them in long-term (over six months) heterosexual relationships, about their tendencies toward sexual fantasy. Men, they found, are more likely to fantasize about exploratory situations (e.g. group sex with other couples), but women are more likely to have "pleasant" sexual fantasies, while both men and women often fantasized about their significant others.