I have two. One easy, one that takes some work.
The easy one is that my wife is not a sports fan. So, once a week or so, especially during football season, I can go out to watch a sports event "because watching with a group at a sports bar is more fun than sitting at home watching by myself". Since the clubs I frequent all have TVs I can go watch a game(s) and not even be lying.
There are a few sports bars around town that are 21+ only and allow smoking, so I'm even covered for ending up smelling like smoke.
Option #2 started with an assist from my doctor, who said I needed to get more active, and was supported by my wife. So, I started working as an "official" (umpire/referee) for various sports. I joined a group that doesn't work in my immediate home area, but is still close enough to be convenient. I had to invest some time in training and equipment, but I've made all that back in game fees. I love doing it, it gets me outdoors/active and keeps me involved in the sports I love but really can't play any more. I didn't really need the money, but it is a nice addition to the play budget.
Any way, as far as cover stories go, like someone else said, I take one assignment per week, but put two assignments per week in my calendar. I can take a couple games at an all day tournament, but still be gone all day. I even go work out of town tournaments, some real, some not, which creates opportunity for overnight dates.
My car is now a portable locker room, constantly full of equipment, uniforms, extra clothes, towels, etc, so if I come home in different clothes than I left the house in, it doesn't raise a red flag.
So, I found a way to fuse two things I enjoy (sports and strippers/SBs), so that one helps to pay for and cover the other.