There are three kinds of strip clubs in Las Vegas, nude with no alcohol, topless with alcohol, and one club (Palamino?) with both because it was open at the time the bylaw was passed. It is a clip joint where no-touch dances are $40 US.
The nude clubs are decent, and there is very close lap dancing available at both nude and topless clubs. My favorite club is Deja Vu (nude). They have also opened some very upscale mega-clubs, topless, with elavators, sushi bars, revolving stages, etc. The dancer hustling me made it pretty clear that FS was available in the top end VIP room.
There are also public sex clubs where you can go and watch regular people have sex, if you are into that. Even the legal whorehouses outside of town are upgrading, adding sports bars, and supposedly planning golf courses and hotels.
As far as being bad to leave the strip, I would not be concerned. I always drive, or you can go in a cab, once you are at the club the bouncers make sure there is no trouble. Just don't walk back to your hotel.