Yeah, “good at sex” sounds completely natural to my ears. “Do sex” does not. US, Chicago representing.
Oh, in the David Milch seassons of NYPD Blue he used to use weird constructions like this all the time (“Did you make sex on that boy?”). I don’t know if it was entirely purposeful or just Milch’s facility with making ugliness into poetry, but it often came out of the mouths of immigrants and illiterate characters. But not exclusively.
–Cliffy