Has anyone had an experience with an Asian (Thai) girl named Maya who works at a downtown strip club. I ran into her and she seemed willing to set up something afterwords but I didn't get a chance (was also worried about getting set up).
Also are there any other strip bars where the women set up private dates?
Setting up date with strippers is all hit and miss. You would be better of using that money to see one of the numerous fine indies in Vegas
Drank too much, foolishly tried it, got ripped off. Your money is better spent tucking a few ones into a g-string then going back to your room with a reviewed indi. Heck, bring her along with you to the strip club! 
I don't really look for it or depend upon it, but I find that enticing strippers out of clubs can be a fun game to play. Especially if you are already there at the club getting dances and see somebody that appeals to you and you hit it off with her. You are absolutely right about it being hit and miss and costing more. You have to use money as a BIG carrot, and it will cost you way more than an independant 99% of the time.
As usual, I have the contrary opinion here, but then, I'm the guy who likes the brothels too, lol
I've been trying this out. On a recent trip to L.V. I hit it off really well with a gal at one of the clubs. I got her phone number to set something up outside. I called her a couple of times afterward, without success. I came back a month later, got a dance from her and she acted like she had never seen me before and wasn't interested in any conversation.
The previous night at the same club, I came across another real hottie. We had a great time and talked about getting together the following night. We talked price, where I was staying and everything. I almost gave her my phone number and name, but thought better of it. She told me she'd leave a msg. at my hotel re: the following night, but that I should shop up at the club again. She never did call and she wasn't there on my return trip.
It was fun, but I think one shouldn't expect any follow-through.
about how to pick-up dancers.
But bottom line is it's easier to get a date with a dancer than to set-up a business proposition that actually results in the expected quid pro quo. If they wanted to make money by providing sex, they wouldn't waste their time dancing.
If you hit it off with an entertainer, invite her to dinner (or breakfast if she works the late shift...and remember shopping is a great aphrodisiac.
Above all, remember the dancer's creed (as they squeeze your bankroll as hard as they can), "You may get screwed, but you won't get laid."
Try the gentlemanly real date, no (direct) pay approach, I think you'll have more success.
Hugs to all,
Snoops