Sex Shop XXX is a public store located in Las Venturas. You cannot buy anything from the store. There are two locations in Las Venturas. There is one in The Strip. There is another one somewhere in the eastern part of Las Venturas, near Pilgrim and Roca Escalante.
In the mission Key to Her Heart, in where you have to follow Millie Perkins to here house in Prickle Pine, she stops by to go inside the Sex Shop along The Strip. Carl also gets to access this to get a gimp suit.