I've only went once, when I was like 19 and some co-workers made me go, like without telling me they requested a day off from work for me and had someone fill the shift, so I showed up to work and they were like "alright, you're here, off to the titty bar we go" and I was like whaaaat?
One of my friends that got me the job went alongwith, and he was soooo hillarious, like he was a local, and the dude was younger than I was! He was fuckin' sitting frontrow and center with his knees to the stage, lounged back and making origami bowties with singles and putting them on his chest and the strippers were crawling out onto him n' doing all that routine motorboat shit, it was too much
Like everyone's already said, if you're not taking the fly-on-the-wall approach, tip $1 at a time, usually when the stripper that's dancing does something you appreciate (this can range from removal of garmets to picking up a creased dollar from the floor w/ her snatch)
Lapdances, at the place I was at were $20, and you tip accordingly to their performance, but I wouldn't tip more than $10
And at the place I went to they did this thing called "THE DIRTY 30!!!" that some dude would announce on the PA, which was a 3 song long lapdance for $30, unfortunately those three songs are usually nickleback, limp bizkit and nelly or some fucked up trifecta of sorrow.
If you honestly think boners are uncommon durring a lapdance, think again. If anything you should make light of the situation and talk about your wood durring the lapdance.
I dunno, man. It's your first time, just try to have fun while you're there and analyze how lame of a situation it really was after.
I only blew like $150 total, so it didn't hurt my wallet all that bad, but it's still nothing I'd wanna do again.