I actually used to take boudoir photos in college as a side job to help make ends meet. I got into it because I did wedding photography and a bride made a special request for her bridal portraits. It ended up being a lot of fun. I had some costumes to recreate a 50's pin-up feel and a few other simple things, but a lot of the time the women brought their own ideas and things. (leather jackets, etc.)
My advice is to talk to the photographer before hand and get a sense of where the pictures will be taken and how long it will take. I took mine either in my home or in the bride's home because I didn't have a studio space. However, I think the only reason that they were ok with this is that I was a 20 year old girl. You definitely want to be comfortable wherever you are. If you aren't, it will come across in the pictures.
But IMHO it's a great idea for a gift! They're a lot of fun and I personally think we should all do them before we get old and droopy! They definitely don't have to be sleazy (i think most often they aren't) and they probably won't be as expensive as bridal portraits are. I used to charge 100 an hour and the person got all of the negatives. They then paid me by the print. Hope that helps!