Strip clubs are weird places, with even weirder rules of etiquette. Apart from a brothel, where you're paying for sex, a strip club is essentially the only place in the world where women are paid to take off their clothes in front of you, and rub their wares in your face when you tip them.
Because of this, strip clubs are under constant legal scrutiny (to make sure they're not engaging in acts of prostitution), and they're usually quite overly paranoid about what goes on within their doors. The result is that no two clubs (even in the same city) are quite the same; some tolerate (or encourage) more raunchy behavior, while others will throw you out just for making a rude comment (these are worth avoiding anyway). Any visit to a club should allow you to pretty quickly figure out just how "far" you're allowed to go.
Look, but don't touch. I've heard that strip clubs in Texas are remarkably forgiving of those who break this rule, and here in Las Vegas I've seen lots of people get away with breaking this one as well; I believe this has a lot to do with whether you're a "regular," as well.
Under normal circumstances, strippers do not want to be groped. Even when you're tipping at the stage, or paying for a lap dance, or even if you've been suckered into the VIP room, you shouldn't expect to be permitted to stroke, squeeze, or suck anything. Strippers can touch you all they want, and in fact they'll communicate just how "flexible" they are with physical contact by how much they touch you.
When you're recognized as a regular, or if you break out a thick wad of hundred dollar bills, the "touch factor" goes up quite a bit. Especially if you head off for a private dance and she's either seen you before or knows there's a four-figure tip in it for her, she may well grab your hands and put them exactly where you want them.
Still, never expect this. Take it as a nice bonus, and keep in mind just about everyone involved can get in major legal trouble if touching goes beyond what local ordinance allows. Some clubs use infrared surveillance cameras to make sure strippers and their customers don't just wander to a private spot, handle lots of cash, and have wild sex where nobody can see it. Just about all of them have bouncers who wander through at random to make sure nothing too exciting is happening.
Again, if a stripper does the work, and puts your hands somewhere you think they don't belong, enjoy it and relax. I've never known breast groping to be legal anywhere, but if she wants to let you do it, do it. However, don't expect any other stripper in that or any other club to let you do the same thing -- each woman in this line of work has her own limits.
If you're not willing to tip while sitting at the stage, give up your seat for someone who is. Strippers aren't just there to be ogled (that'd be too easy, wouldn't it?); they expect to earn money as they peel themselves out of their skintight undergarments. People are welcome to sit stageside if they're going to be tipping. This doesn't have to be five dollars every song, but most places (and strippers) expect you to tip at least a dollar per song. In the more out-of-the-way places, you can usually just tip a dollar or two per stripper. Of course, if you like someone you see, you should tip her more to let her know. It never hurts to get extra attention from her anyway.
In my experience, it's been tolerated (but not liked) when I don't tip a dancer whose appearance or attitude I don't like, but probably only because once someone better appears my tipping resumes. It's also generally accepted whenever I put up a tip (to get some personal attention from a dancer) only when she's undressed (i.e. on the second or third song of the set). In general they dislike when you vote with your wallet, but they understand that's the nature of the business.
When you don't tip at all, though, you're taking up a seat that could be filled with a person who will tip. Staying stageside for long without tipping is begging for some high-pressure hustle, and resisting that is a fast way to arrange a meeting with some friendly bouncers.
She's not talking to you for your personality or looks. When a woman dressed in nothing but a thong and a wafer-thin see-through halter sits down next to you and spontaneously strikes up a conversation with you in a strip club, she is not picking you up. She's hoping you'll want a lap dance from her. Sometimes the more experienced strippers can tell quickly when you're not interested, but sometimes they either can't read you, or they're persistent and think they can get a "yes" out of you when they really can't.
Don't waste anyone's time -- yours or hers. If you want a lap dance, pick out the woman you want it from, and ask her for one. If another offers and you're not interested, say so. Otherwise, she'll waste the next ten minutes trying to get money out of you, and you'll waste ten minutes talking to her when you could be looking at other naked women.
You will not get laid. We've all heard stories from our studly beer guzzling friends about their wild exploits in the local strip club. "Oh yeah, man, I scored at the strip club last night!" Bollocks. There's no question that if you stay in a strip club long enough (and don't run out of money), you'll have more than one nipple rubbed in your face. If you're charming, (reasonably) aggressive, and generous, you'll get some gropes in.
Strip clubs (and strippers) make tons of money by carefully walking the thin line between striptease and prostitution. The "suggestion" of sex is in the air, and as long as you have money, you can see all the flesh you want. Some clubs, not-so-affectionately called clip joints, are set up entirely to entice more and more money from your wallet by hinting at something more ... if only you'd pony up another fifty dollars.
Keeping in mind that legalized prostitution in Nevada (not in the big cities, just in certain counties) can cost as little as $200 for a straight lay, it's never worth it to pay $200 or $300 to get into the strip clubs' so-called VIP rooms. Sure, you might get a $100 bar tab and the unending affections of a stripper for an hour, but you could also just legally buy some sex for the same money and get more than just some nudity.
If you get any further with a stripper (in a strip club) than a light brushing of the thighs or a quick breast grope, though, you're just asking for trouble. Even if the stripper herself is willing, her employer most certainly isn't. The business can lose its license, be fined, and its owner(s) can go to jail for pandering. The stripper can lose her job, be fined, and arrested for soliciting or prostitution. You can be thrown out, fined, or thrown in jail for soliciting too, although this is an extreme (in the morally skewed United States, it's almost always the female side of a sex transaction that's prosecuted).
Yes, I'm sure stuff that "shouldn't" happen does happen in strip clubs, and if you're lucky enough to get away with it, good for you. Just don't count on it.
Don't fall for scams, or for bait-and-switch. If a club advertises "no cover! No minimums!" but once you arrive it suddenly wants ten bucks for admission or expects you to buy a drink, turn around and walk away. Not many people do this, and it sends a very strong message when a man, seeking naked breasts, is strong enough to say "no" to a crappy "deal".
Likewise, if a stripper keeps pushing you for a lap dance, keep saying "no." If you have to, leave.