You are safe if you are using their transportation!  
They drop you off right at the door where the bouncer is  
It is a Great club
I worked there for a short time, loved it! less pressure, IMO, that other clubs - the girls are chill, and Sexy!!
it is The only Strip club on the West coast with full nude and full bar!
Have a great time! If you want a date to join you I would love to !

and while it didn't seem like a great neighborhood, we didn't really didn't take much notice of it.  We got dropped off in the parking lot, and picked up in the parking lot.  So unless you are planning on wandering around the neighborhood, it really should be a non-issue.  

We did one of the Best of Both Worlds package (we only had 4 guys).  But it was simple - they picked us up and dropped us off (we did share the shuttle with other people, and had to make a couple of other stops along the way for the driver to pick up other people - but not a big deal).

...entrance. I usually go there late evening, 11 pm or after. The arrival area is well lit with quite a bit of activity. There's a guard shack at the vehicle entrance where you'll let them know if you want to valet or self park. In the parking area there is an elevated observation tower in which is an attendant keeping vigil over the valet and self parked cars. The whole area is well lit. There are at least two burly bouncers at the club entrance welcoming you. There is a limousine and cab queue with vehicles coming and going all the time. You don't get the feeling that you're walking thru a dark, desolate area where you might get mugged. It's likely as safe as walking from your car thru the parking ramp at your hotel or casino.  

Have fun, be aware of your surroundings and do not miss the VIP rooms at the Palomino!  

is this the place that had ( or maybe still has) amateurs get up on stage and go full nude?  I read about such a club quite some time ago.

I took a lovely TER lady there and had a blast. If you're worried about taking their transportation which is plastered with seductive women, you can request their white unlabeled Mercedes van. Don't worry about the neighborhood, it's a very safe establishment.