Girls at strip clubs appreciate stimulating conversation. It has been my experience that I get much more for my money if the prelude to a private dance or VIP activity involves genuine dialogue. Ask her about herself. Talk about more than her experience working at clubs. Most dancers are eager to share personal information about themselves (to at least some extent). They will be flattered by the perceived interest you have in them.
And be confident, and even assertive, as you talk with them. Offer information about yourself only if it is requested or if the information you are offering relates to what she has told you about her life. Smile and look into her eyes as you communicate with her.
I'm not suggesting this will pay dividends every time. But my experience is that it does more times than it does not.
You raise some good points, Calculus. One thing I'd like to add is that it's good to move beyond the obvious questions, such as "How long have you been dancing," and "How did you get started?" The questions are OK, but you're more likely to make an impression if you make things interesting for her.
There is, of course, a flip side. Some dancers just can't carry on a conversation, for whatever reason. I found that girls who are unable or unwilling to show interest in a customer don't give worthwhile private dances--they're much too mechanical. We're all aware that there's a financial transaction involved, and that's fine. But if there's no connection at the table, there won't be one in the private room.