Wear really thin trousers (or better still, loose shorts) and no underwear.

Now, interestingly, Pretty has suggested the VIP room. This is my tip as well, although every bloody book and website on strip clubs and every shitty men's magazine advice columnist is gonna say you must avoid the VIP room at all cost as "you will blow a fortune and get no action". This has not been my experience - because you pay upfront you don't get any nasty surprises or girls trying to say you had more dances than you actually had, and you can get a whole lot of nastiness done in one solid hour.

Now, the secret seems to be to pick the right girl to take to the VIP room. Sit at the bar for a while and just watch the girls as they dance on stage and walk around. If you don't have time to chat, go for one that is moving her booty a lot or touching her tits a lot. Chatty girls can also be hot lapdancers; they are too busy talking to notice where you just stuck your hand until it is too late ...

If I lived in Arizona I would be spending just about every weekend in a Vegas strip club.