... sex after heading to Long Island clubs is within the law (5)
I believe the answer is:
licit
'within the law' is the definition.
(I've seen this in another clue)
'sex after heading to long island clubs' is the wordplay.
'sex' becomes 'it' (common euphemism).
'after' means one lot of letters go next to another.
'heading to' indicates taking the first letters (the head of the word).
The first letters of 'long island clubs' is 'lic'.
'it' put after 'lic' is 'LICIT'.
'is' is the link.
(Other definitions for licit that I've seen before include "Allowed as by law, not forbidden" , "Within the law" , "Acceptable" , "Honest" , "in order" .)