I am going to assume you are looking for "extras". Those are few and far between and you probably aren't going to find them on your first visit to the club.  

Personally I like Hustler Club (Washington Park) and Penthouse (Sauget). Both have cute girls and a fun atmosphere.  

I never thought I would say porn would be distracting but it is when it plays on multiple TVs in Hollywood Showclub. The dancers were not friendly and one guy in a group I was with got his credit card info lifted which was later used in another state. Overpriced door charge and drinks.  

There are smaller places but they are in more sketchy areas. No matter where you go make sure you have your money tucked away somewhere safe like your shoe. Avoid flashing large amounts of cash and skip the jewelry.

There is lots of security and most of the clubs on the inside and I had friends bounced from one club from even making a slight suggestion of anything extra. Most of the girls can get fined or fired if they are found doing anything on the side.