I used to do this some but I found it to be very hit and miss with more misses.  I've actually had a few conversations with some of them about this sort of thing and apparently most of them get asked regularly.  The main thing is to be discreet; the lady runs the risk of being fired by management or ostracized by the other dancers if her moonlighting is discovered.  I always just waited until no one else could overhear and then asked if she did private dances or shows.  I think it helps if you've already bought some dances or maybe seen her at the club more than once.  If she talks some about money problems or there is more contact than the club's rules allow for then those are good signs also.  Be prepared to get turned down most of the time but I never got kicked out.  Unless you aren't discreet, making a scene isn't in her interest anyway.  Some clubs are better for this sort of thing.  I've heard Choice is and at least a couple of years ago, Class Act, which is actually in Cannon Falls (halfway down Highway 52 towards Rochester) was a really easy place to pick up strippers.

I've hooked up with these types many times before.  I regularly see a dancer from Wisconsin and one from the Skyway.  The success I've had has always been after they've gotten to know me pretty well, but they seem to have more rules on average.