To anyone considering visting a club for the first time, I must say, Barefax was fantastic. Tonight was my first time at a club and I had a great experience.
If you're in a similar situation, visting a club for the first time, my advice is to be honest with the ladies, let them know that this is your first time and you don't know the rules. They'll be more than happy to explain etiquette to you and let you know how things generally go.
I had two dances with two beautiful french ladies, named Hailey and Cynthia if I recall correctly. Both of them were amazing. Cover was $4, beer was $7 (someone recommended nursing your beer in another post, seems like a reasonable thing to do for a $7 beer to me), dances were $20 a song.
I recommend bringing a set amount of cash and pace yourself. With cover/beer and 5 songs worth of dances I burnt through .$110 in an hour and a half, but for a first time it was worth it.