First Couple Club Trip

So the man and I had a impromptu trip to the strip club with friends. It was short, and both of us have never really been, but realized that the trip led to some great after hours for the two of us.
With my impending birthday we've decided to give it a go at a nicer and bigger club. We're monogamous, but both can appreciate a beautiful woman.
What advice do you have for a novice couple to have a good time? And for dancers, if going into a private dance with a couple, what do you prefer to know beforehand?