They formed out of frustration towards the San Diego underground scene. In their eyes, it was filled with too much emo and pop punk and not enough hardcore punk music. Soon after they formed, they recorded a five-song demo EP. They were quickly signed to Punk Core Records and recorded their full-length debut album. It was titled Launch Off to War and released in July 2003.

Cheap Sex has been reasonably successful, sharing the stage with bands like 999, Lower Class Brats and Agent Orange. After playing several shows on the West Coast, the band made its East Coast debut at the 3 day Vive Le Punk festival at CBGB OMFUG in New York. There they shared the stage with The Adicts and Abrasive Wheels, among others, receiving quite a response.

The band performed in July at the Wasted 2004 festival in the UK (formerly known as Holidays in the Sun) with bands such as Discharge and Broken Bones.

In 2003 when they were touring with Lower Class Brats, they had a van accident. A rod came off the truck they hit, and went through the windshield severly injuring Johnny O, which caused the cancellation of the rest of their tour.

In April 2004 they recorded their second full-length release for Punk Core Records, entitled Headed for a Breakdown. It was released October 5 2004. They toured extensively during that summer, playing along the east coast with labelmates Lower Class Brats.

Finally, the newest album recorded by Cheap Sex, Written in Blood, was released on June 6th of 2006, followed up with what would be their last U.S. tour with label mates The Scarred, called the "Bloody Solution US tour".

Punk Core Records is working on putting out a singles and raraties collection by Cheap Sex sometime in 2007.

On March 1st, 2007 Cheap Sex's past guitarist, Chris Wick, hung himself due to struggling with heroin addiction and the death of his mother in 2004. On March 15th, 2007 Cheap Sex sent out a bulletin via Myspace stating that they would be breaking up and a final show was in the works.

They are now forming a new band with some of the old members (Mike, Phil, and Brock) and also the guitarist from the Lab Rats. They are currently searching for a drummer. Johnny O. Negative is playing in the Lower Class Brats and Total Chaos.