If your already married, it ain't that easy.
Like Phil hinted to, there's more to consider. If you have a family, and you fool around on your wife, you have the chance of loosing everything, including your kids.
Oh... and those lotto winnings... she'll take half or all, because she has the kids in custody, and she'll need more money to support them. Plus, the court will frown upon you from straying from the family.
I'm a firm believer in toughing it out until the children are old enough to move out of the house, to keep the family together. Unless it's counterproductive for the kids. (Yelling, screaming etc)
If there are no kids involved but you still are married... I would seek marriage counseling to find out why your not happy. If your not happy, and she's not happy, then get a divorce, and THEN test the waters. Your leaving on good terms, and mostly all is well. It gives both sides a reason for divorce - if it comes to that.
Things go sour in a hurry when there's an affair involved.
You need to seriously think what is prompting you to seek men in your life.
Is it the sex and the dicks? Is it the masculinity and closeness of another man?
Or...is it just lust.
You can have a dull life with a man, just as much as with a woman. That's why you need to find out What is causing you to have a change in heart.
There's nothing that says you can't try the best of both worlds and return.
But make sure you think the entire process through 110% | 
