Ok, here are my tips from my years of visit strip clubs around the US (and dating a few dancers):
Bring as much cash as as you can afford to lose so it is up to you how much. DO NOT use the ATM inside the club, enough said. If you never been to a club, sit in the back, get a drink and observe how other patrons behave and act and get the feel out of the clubs and the dancers. DO NOT act like a player, or a rich guy, or go there to get a date and all that. This is a strip club, girls go there to MAXIMIZE their wallets and minimize yours. Do not grab/touch/be rude/cursing to the dancers or you will be out of there in a heartbeat
Give the dancers tips when they are on stage. I am not saying tip everyone but don't be a cheapsake and no tip, a big NO NO.
If a dancer come to you and start chit chat and you don't like her, just say " I just hang out for now, thank you". Don't waste your time or her if you don't think you will get a lapdance from her later .
Dress casual and make yourself presentable, dancers hate to get close to guys that have BO or look like dirty old men.
Treat dancers (most of them are ok) like human beings and not some lower lifes. Most of them doing this for easy money for school or take care of kids/relatives. Not saying to be their best friend but don't go there and start throwing money around and demand to see some actions.
Just go and have fun. Spend some money, have a few drinks, give some good tips, maybe a lapdance or two, have a good time. That's all for now.
EDIT: Clubs policies are varies from place to place but most of the time, lapdances are $20 or so for about 2 to 3 minutes. You could get the special buy 1 get 1 free. Drinks are 3 to 4 bucks for sodas and higher for beers/wine/shots. Admission will depend. It will be cheaper to get in if you go during the day (most of the time it will be free or very cheap). It will cost you more if you go at night time. You can try some clubs that will let you in for free or cheap if you have same day sports ticket tub.
Ask around for some good clubs, you can tell what kind of a club by the appearance and cars parked outside. Some of the clubs such as The Men Club are very nice but can be very very expensive for your wallet.