I've been to strip clubs that were very memorable, and ones where all I could think about when I left was I wish I had my money back, and I wonder if I should burn my clothes or just wash them.
Get lap dances, but not the "back room" thing. It's just a really long lap dance. Some places they will try to grind on you till you cream your pants, but it's pretty tough to get into sex through a thick layer of denim. If you're gonna go for this, at least wear thin, soft pants
.
Take the cash you want to spend for the night (those girls can suck money out of you like you couldn't believe) and leave the ATM/Credit Card at home.
They don't like you, and they're not gonna fuck you, they just want their money. Go with that in mind and have a good time.