I read OpalCat’s article about Dancing. She used Houston as an example of a bad place to dance in. I have to chime in and say I agree totally.
I was a DJ/Doorman at a couple of different clubs, and saw all manor of illegal, immoral and downright nasty things going on. Now I am not Mr. Goody Two Shoes, far from it actually, but when I get tipped in Cocaine or X from the girls that is a bit much. Sex with the customers was a common occurance in the club, as much as out.
At the time I was working at a club (I am not naming names mainly because I use my real name on the board, otherwise I most likely would) I was also dating one of the dancers. She left one night to do a “private” show with a regular. Three days later she shows up in a seedy motel, in the bath, covered in razor cuts and cigarette burns.
I have seen more, and worse. Its not pretty.
Some advice: Tip your DJ well. He can do wonders for your stage presence.
NEVER!!! NEVER!!! NEVER!!! Go home with a customer. For any reason! NEVER!!! (Clear enough?) If a customer is following you, go to a police station. Don’t risk it.
Although I am sure I don’t have to say this, stay away from the hard drugs. Cocaine, and its ilk are not good (although I do stand by Medicinal and Recreational Marijuana, but that is another post) and will make you look terrible. To many times I have seen Coked out girls on stage. They suck, and not in a good way.
DO NOT HAVE SEX WITH A CUSTOMER! If someone at the club wants/forces/etc. you to do this, contact your local police department, or whoever keeps tabs on Strip clubs. Its illegal, and not healthy. You are providing adult entertainment, you are not a whore.
Do not drink on the job. This is a personal motto of mine, but I think it works well here. If a customer wants to buy you a drink, good, get one, but make sure your bartender knows that you don’t drink on the job. I promise it doesn’t help and can hurt in the long run.
Now, onto you! 
I second OpalCat’s ideas on dress. Lots of layers, but sexy. My favorite dancer of all time, came out in a trench coat, and ended in a G-string. It was so good. Also her advice with the tampon is a good one. It works. I am just as suprised as you that I know that, but hey, I worked in the business for a while. You pick up things. 
Pick music that you like. Most dancers usually have a playlist of things they like, but it is hard to fit it in when every dancer wants to dance to the Top 10 songs of that week. We usually did a three song rotation, so the girls would have a fast/medium speed song, with a slow in the middle followed by their capper (the song they finished too).
The capper ususally fit in with the story they were trying to tell. You can tell a good story dancing belive it or not. Belive it or not Showgirls is a fine example of dancing and storytelling.
Finally, I will end this by saying please be careful. Adult entertainment is not all glitz and jazz. It can be very, very dangerous, and I hope that you take all this advice to heart.
Much luck,
Rob
PS: Can we see pics when you start!! Please!!! >:)