There are a lot of great striptease clubs in Lisbon. Most of them are just party spots with great dancers, good music and awesome atmosphere. So don’t count on any “extra services”, apart from a regular lap-dance. Prices are also pleasantly low; especially considering it’s a European capital.
There are also smaller, more intimate bars like Diva (http://divashowbar.pt/) at Rua Bernardo Lima 18, which is well known for the champagne menu and one-of-a-kind show. Old school spots that have been around for decades are venues such as Passarelle (http://www.passerelle.pt/) at Av. Óscar Monteiroo Torres, 8-B where you can even get a massage.
There are also a few sex saunas like SaunApolo 56 (https://www.saunapolo56.pt) located at Rue. Luciano Cordeiro 56A. It is an intriguing place for open-minded people, where they can mix with the LGBT community alongside heterosexuals. They got private rooms, saunas and even glory holes!