In London you could try Horns or Browns near Old Street or the Griffin in Clarkenwell. These are good value and you won't get ripped off.
Entry is free (except near Christmas). Girlls come round before their on-stage dance and you
must put a pound in their pot. They then dance, fully nude, on stage. You can also take girls to a back room for a 'Private Dance' (no touching!) for £20, but this is not compulsory. Drinks are pub prices.
Don't worry about being shy - the places are fairly dark. The girls and staff are very friendly and you will have a good evening. .