Having been to Las Vegas over 25 times, and many of those times having blown that a few hundred on strip clubs, I would honestly say that you should squeeze one off before heading to the strip club, and go with your friends but refuse all the dances.
Really, think about it; it's a waste of money. You have some chick you'll never be able have grinding on you and giving you blue balls. Then again, having been there done that, there IS something inherently appealing about the whole experience. It's just a matter of willpower. Trust me when I say that you'll feel a LOT better about yourself when you get home and still have $400 cash to spend on more useful things.
I know regardless of what people suggest you'll go to a strip club, so let me suggest the following as I've been to all of them:
Deja Vu Lil' Darlings (off of Industrial, next to Cheetah's I think)
Deja Vu
Crazy Horse Too (a lot different..no real "private rooms" but still pretty fun)
Imperial Gardens
Tips:
- NEVER "buy the girl a drink". They have quotas to meet and will gouge you for $10 or more.
- Don't let yourself get "pressured" into a dance. The pushier the girl, the crappier your dance will be.
- TIP WELL. That ensures your future dances are much better.
- THERE IS NO SEX IN THE CHAMPAGNE ROOM. My friends and I have MUCH experience with the "VIP" dances/rooms. Nothing goes on in there except a whole lotta scam. Stick with the normal $30 lap dances.
- If you end up getting annoyed with some pushy girl asking you to dance, sit at the stage, and tip $1-2 every couple dances. No one is allowed to bother you that way.
- If you want a dance from a girl on stage, get her attention as she's picking up her money. Make sure to tip extra.
As I said before, my advice would be to avoid the strip clubs all together. I've personally come to realize what gigantic wastes of money they are, and how the money you blow there can easily serve a better purpose, but I understand how if all your friends go it's hard to avoid it.