This really varies by club. At a more social one, when circumstances arise where you turn down one or another regular/CF/etc that night in favor of another, they will remember and future mileage can go way, way down with the one you didn't pick. If you have the money for all three on a slow night, this is much less likely to be a problem.
Other clubs are less social and the dancers only spend enough time to figure out whether you're willing get a dance. In those cases, it's unlikely to matter.
I can see it now....
"Papi_Chulo suggested that a representative of our distinguished establishments should contact you for feedback after being given a private tour!"
during the private tour: "Oh, you're not looking to spend at least $1,500 per visit... well, the bathroom troll will finish off your tour over in the men's room. We have cameras, so if you leave the club with an ashtray, the door person will stop you and charge you $95."
Comments made by lzwh