Is fantasizing wrong?

Sometimes during sex I imagine someone else, sometimes strangers, sometimes friends, sometimes celebrities, sometimes women, sometimes I imagine being filmed, being in public, etc. it helps me to get turned on and orgasm right away but after I feel guilty. I love my man to death and I'm attracted to him physically, I would never ever want anything to do with someone else in reality, but I don't know if I'm doing something wrong by even fantasizing. Is this normal? Anyone else?