I've happily been to strip clubs with male friends, and with my female friends. However if you asked me to go with my bf, i'd feel really really awkward, as Nat/PinkfFzz have said. He can happily go alone, or with the lads. To be honest I doubt he would want me there, we have a fantastic relationship and we trust eachother 100%, but if I was there he too would feel awkward, and we would both spend the evening no doubt lookin at the floor to avoid eye contact with each other or any girls there.
Could you not go and see Dita Von Teese together? That might be less threatening, or book a weekend break to Amsterdam together and go and see a sex show.