I cannot emphasize enough jackslash's advice to be polite and pleasant. Don't be a loudmouth show-off for your friends. Strip clubs are the one place I have gotten extra mileage from being Mr. Nice Guy. People will want to spend more time with you and give you better service if they actually enjoy being around you. Remember, you want to touch those ladies in intimate places. That means they have to be comfortable with you. Brush your teeth. Change your underwear. Bathe.
These guys make me sound like a big spender at the stage. It ALL varies place to place and club to club, but I never sit AT the stage with less than $2 showing and more in an easy to reach pocket. They will often stay with you as long as you've got dollars to insert in their g-strings. I can't see having a girl wrap her thighs around my neck and grind a half inch from my face and only giving her $1. As others have said, give more if what you're doing is trying to get her attention. This is also the place to let her know you'd like to see her for a dance when she gets off stage if you've had trouble getting close all night.
Don't throw anything unless you're 100% sure that's a "thing" at your club. I never do this unless it's a dancer I know well and I'm goofing on her.
I tip $1 for every drink or pack of smokes I get from a bartender or a waitress.
If the lap dance is good with contact and the girl seems to be into it and trying to please, I will usually tip $5. I do not tip if there's nothing at all special about the dance and I have decided I do not care if this girl pays attention to me in the future or not. Again, you are using psychology and unspoken signals to let her know she should approach you again.
It's OK to hang out and be a "looky-loo," but you should be buying something -- drinking, giving some tips at the stage (even if you're not sitting at the stage, if you see someone putting effort in, or someone you like, walk up to the stage, make sure she sees you and toss at least a couple of dollars down). I do suggest getting at least one inexpensive lap dance per visit, however, just to show you're not a piker. You do not have to be the biggest spender in the place to get attention, but you do want to show that you are a spender.
Good luck, and don't worry. You WILL fuck up. We all do.