Ceasar's has a topless pool and Shadow(s) is a pretty cool bar.

Mandalay is a real nice property with plenty of amenities.

Another option is to stay at the Four Seasons which occupies floors 35-39 of the Mandalay main building on the south side, but has it's own lobby, restaurants, spa and a few shops, but you can also use all of the Mandalay amenities.

Most of the better strip clubs will send a limo to pick you up if you don't might dropping a little cash, and it's a nice way to get the party started ( : MfSD>>>>