@LMT: "if you are interested in someone else, you should tell her to get the other girl for a double dance or a double room."
He wants to drop his current dancer, and your solution is to give her more attention?
Although, maybe you've got a point. kingknight, maybe you should do a double VIP with her and another girl. Then give all the money to the new girl and say something like "I had a great time. You girls split this however you like."
Then run.
Seriously, rick's number 3 is the best advice. The reaction you get may range from attempted guilt evocation ("don't you like me anymore?") to mostly rational ("OK, let me know if need anything else.") If you're lucky, she may be of the "What can I do to make you stay?" type.
Remember her side, though. She stands to lose a bit of cash if you see others, and it wouldn't be entirely rational on your part to think that she's going to let that go easily, so be prepared for a variety of tactics to get you to stay. However, if you're firm and polite, and don't fall for any bullshit, the worst that will happen is she'll start spreading bullshit about you to the other girls. Waving $700 under their noses will likely negate that tactic, though.
Lying and telling her you're broke may backfire (if you care) when you give somebody else some money. In my opinion, telling the truth, i.e. "I'd like to see some other dancers tonight," is still the best policy. You shouldn't be afraid of a little drama on her part, after, as pointed out by others, it is your money to do with as you please.
It may not be applicable to you, but I just love the expression on a girl's face when I pull out the "If my wife can handle me seeing other women, so can you" rejoinder to their possessiveness. :)