Recently he came to me and told me he has been having a lot of thoughts about having sex with a man. He doesn't want to have a relationship, he just wants to have sex.
Through several conversations, it seems he just wants to find someone like him (straight/married) that would want to get together a few times a year and have sex.
I would be concerned that he's lying about only now wanting to "try" a man. Why? Because already he's gone from telling you he just wants to try a man out, to trying to get you to condone him having another sex partner "a few times a year". Chances are very good that he was sleeping with men before he even met you, and possibly inside of your marriage. People who are genuinely curious, but haven't crossed the line, don't go from wanting to taste it, to wanting to schedule multi-annual buffets.
Is this a common thing? He makes it sound like there are guys out there all over the place just waiting to hook up with other guys.
It's very common. A large portion of men who have sex with other men are married, consider themselves straight, and will never identify as gay, or even bisexual. Transsexual female prostitutes are very popular, and they sleep almost exclusively with men who consider themselves heterosexual.
I broached the subject of an open marriage to see if that what he was angling for, but he said no - he couldn't handle me having sex with other guys.
Your husband wants a half-open marriage; he can come and go as he pleases, but you can't. It's extraordinarily selfish, and potentially very dangerous to you.
A lot of people are dealing with this subject, and the chances are VERY good that your husband is already stepping out, or will be stepping out soon. He's not confession a secret attraction to you, he's actually to the stage where he's trying to coerce you into giving him permission to sleep around right in front of your face.
Prayer and counseling is what you need immediately. I am sure there must be support groups on the net for people dealing specifically with this topic. I know that another poster who's name I am blanking on has a bi-sexual husband, and she chose to stay. She could point you toward some resources, as she was helping someone else in a similar boat.
Be well. Keep us informed. Edit:
I see now that the OP has been long gone, and this is a resurrected from the dead thread.