Striptease clubs in Copenhagen are all right, at least for what they are supposed to be: nightclubs with naked babes. But if you’re looking for some more explicit action you need to be aware they do not offer the best opportunities in the Danish capital.
The bottom line is that they are safe and fun, but also famously overpriced. Bada Bing (https://badabingcph.dk/) at Gothersgade 19 and Lady Love (http://ladylove.dk/) at Helgolandsgade 2 belong to the best strip clubs in Copenhagen and have a solid reputation.
Copenhagen Sauna Club (https://copenhagensaunaclub.dk/) at Ålekistevej 230 is what I’d personally recommend.
It’s an adult sauna club, which more or less has adapted to the concept of a German FKK club. So you can count in spa facilities, catering and many attractive upscale “hostesses” representing all kinds of nationalities. Definitely worth checking out if you are open to explore more intimate adventures than you would be served in a regular strip club.