I was alright with them in GTA IV. Great activity to take your friends to, but after that, not much else. Although, one thing I did like one of the exclusive tracks played there (big Rick James fan).
If it does make a return (which I'm sure it will), I hope it will be expanded up on. Obviously, ownership would be nice. Since the game will have random events/encounters, it would be nice if there were several random possibilities, specifically designed for said strip club, were on a loop: You go one time and some guy getting a private dance gets a little agressive with the dancer; do you intervene? Next time, maybe some gang runs in and tries to rob the club; will you stop them or let them proceed? Another time, maybe a dancer comes up to you and asks for you to escort her home because a creepy stalker plans to follow her home and strike. In a somewhat more complex fashion, if you go to the club within a certain time/short window (say between 02:40 and 3:10), you can meet a slick guy who has a dirty job for you that branches into a set of missions away from the club.