Sex is good for health, just like lot of other things we do, sex is a part of life. And just like other things where excess of anything is bad, sex is bad too.
As others have mentioned, sex on the regular form is healthy in all aspect. You sure can try different things, but let it be in a regular rhythm, sex will give lot of good things in life. Sex on monogamous relationship, 2 to 3 times a week, long foreplay with vaginal penetration, taking time on sex will help in more than what you can feel. It will keep you happy, body system will work properly, cholesterol level will reduce, internal organs will work better which will reduce your chance of affecting by number of diseases.
Have safe sex. Take care and enjoy, bro.