Vegas all nude. Needless to say, alcohol and strip clubs go together like peanut butter and jelly. In particular, we feel there are six things that make patrons the most upset and catch them off guard. OK you are free to leave when ever you want. Service Rating: Good luck holding on to your money there. Strip Club Etiquette: Treasures Off the Strip For those with a taste for the finer things: I have read some review and opinions. What does that have to do with a Strip Club? Ok, we may have added the tumbleweed. Good luck holding on to your money there.