First, you'd need to find a place to put it/rent the building... as many towns have ordinances that state these establishments must be a certain (usually 1000feet) distance away from residences, schools, churches, etc.
Second, you'll most likely need a liquer license... these are usually really expensive and hard to get (In Cook County forget about it).
Third, you'd need another license (entertainment?) if you wanted to charge a cover at the door.
You'd also need insurance for the workers and the business. You'd need revenue to purchase the liquer inventory, hire the bouncers, you need hot strippers to make it work, and you'd need some decent bartenders.
The revenue of these places once they get established is astronomical... from the liquer sales alone you make more than enough to pay all of your bills and take home a decent profit for the month. Then you get a "house" share of the strippers take... AND you can collect the 10-20 dollar door cover for the night.
All in all, these business are profitable not because of the setup, but because the person running them is familiar with the industry (say an ex-bouncer, or someone who has worked in the industry for years)... The first thing you'd have to know is someone who has been in the industry to advise you exactly how to go about it... because nothing is worse or unsucessful as club/stripclub than an owner who thinks HE knows the best.
C-ditty