I enjoyed visiting the strip club in Vice City, because I owned it and felt like a boss when I strolled in there in my pinstripe suit, but I haven't had any use for them since.
I've always wondered why they didn't play a bigger role. There are a lot of criminals who operate out of strip clubs, and we've never had so much as a meeting with an employer inside a strip club, with the exception of Luigi in GTA III. I could see Trevor hanging with the kind of people that meet in strip clubs, so maybe they'll be a bit more relevant this time around.
That's the only use I see for them. Scantily-clad digital women just don't do it for me.