¿Porque no las dos?
Sex is definitely plenty intimate if you're doing it right. That sort of... one-ness... with someone. Getting in their head, playing, laughing, exploring one another. Of course that's all intimate.
Still, there are those moments when all you want to do is stroke someone's face, and look deep into their eyes. To slowly, carefully move closer... To brush their lips with yours... To feel their breath against your face for a moment... And then to sink into them and feel your lips against theirs and the world fall away.
Not to say I couldn't write about sex that way, but sex is a different kind of intimacy, it's not quite a singular moment, but lots of little ones all rolled together.