Have you ever had a friend w/ benefits? If so, did/didn't work?

Got out of a bad log term relationship about a year ago, and I miss sex. I become friends with a coworker, sexual tension and chemistry is there. The sex is GREAT (passionate & hot) Though I feel like that's all I want right now, just sex and not a relationship. Could it work?

Also, he sends mixed signals saying we're not going to have sex because of his religious standing, but we end up having sex anyways (initiated by him). Would just like some input, as I've never found myself in this situation.