Do members of other species find one another attractive and then have sex with each other?
In short yes.
Two relationships that leap to mind immediately are with the Twi'lek Nawara Ven and Human Rhysati Ynr in the X-Wing series as well as the Human Gavin Darklighter and Bothan Asyr Sei'lar, though their relationship was cut short due to Asyr faking her death.
Even Corran Horn had his inter-species fling with the Selonian Chertyl Ruluwoor, which ended up not working out because their biologies were incompatible (Corran's sweat was too acidic for Chertyl and her fur caused an allergic reaction after the deed was done).
Most of the time, such relationships end up adopting children as stated in X-Wing: Wedge's Gamble and X-Wing: The Bacta War (I might have remembered that last source incorrectly).
However, there was a sort of stigma or perhaps social reluctance to accept such relationships for various political and social reasons, such as the contentions the Bothans had against Gavin and Asyr's relationship, which culminated in her faking her death. Various societal ideas of "purity" also seemed to be present in the universe, as evidenced by Palpatine's edicts for an all human battle force (Grand Admiral Thrawn being the exception), so there might have even been laws banning such relationships. But nonetheless, if there is a will, they find a way.
EDIT: As Chad mentioned in comments, female Twi'leks were often traded as slaves to brothels during both the Grand Republic (probably even farther back) as well as during the Galactic Empire. Also there was significant interbreeding between the early fallen/Dark Jedi humans with the humanoid Sith species back during the early days of the Jedi, long before the Old Republic.
I read this comic/graphic novel that tells of Leia on a mission with other female rebels. They disguised themselves as brothel women. One particular weasel alien bounty hunter was sexually attracted to Leia and had her with him in a vip for sex. That's when Leia was able to subdue and get valuable intel from the weasel so I thought, has interspecies sex already been established by George Lucas before or a just something new from a very hentai Star Wars writer?
Cut lawquane, a clone trooper who deserted the republic during the clone wars, married a pink twi'lek and built a farm, they had two children the were were of both of their gene pools, in the old republic game there are barious characters of various species that are romancable across every world and they can all be romanced as any playable species, they are more subtle references to this sort of stuff though, sebulba had twin twi'lek masuers, which he does flirt with, greedo smooches a twi'lek girl in the clone wars, one of jabbas dancers is half human half theelin, zeltron girls are often sexually attracted to human men, ahsoka tano and lux bonteri seem interested in each other in the clone wars also, delia blue flirts with cade skywalker, dexter jetster even has a robot wife! Ki adi mundi has several wives because the males of his species are attracted to a cone-headed species that eats their mates heads so he has wives and children for the sake of his species continued existence, and frankly theres more than enough alien girls in star wars that i wouldnt mind 'romancing' and i get the feeling thats the intention