The Dollhouse is really nice. You can have a good meal at La Parilla (sp?) next door and then head over
They do this token thing, I'm not really a strip club guy, so I don't know how common it is, but you buy the tokens, approach the stage during what you feel is an appropriate level of undress, lay down and place the token on your forehead/in your mouth, they remove it after she completes her "routine".
I work in Naco and most of my co-workers and friends are very "Americanized", it was a place they felt good taking me (I live here) and some visiting co-workers to enjoy ourselves safely.
Hope that helps