I was going to say that, without wanting to brag, I think I've done most of the things I fantasise about. But then I recalled that when I fantasise as home entertainment, rather than just wouldn't-it-be-good-to, it usually involves a few girls from my High School whose idea of fun was teasing and humiliating the class nerd (me).
So, given that we're talking pure fantasy, and moral or ethical problems are as irrelevant as practical ones, my night would involve a couple of the most obnoxious and sexy girls from school, chained up in a well equipped dungeon for a night of intensive payback that ends with both of them grovelling naked at my feet, covered in welts and spunk (having been raped at both ends more times than I bother to count, since this is fantasy) and begging for their Master's mercy.