Sunday is a good night to go (arrive around 9:30 to get a good seat). It's less crowded and it's the informal "Gringo Night". This last Sunday about a third of the customers were gringos; but, whenever you go, it's always a friendly and safe feeling place.
GR, it's a much different experience than your favorite stripclub. Much more "down home" than the Big K. 8)
For those of you who need cab directions, I believe 100 este del Ferreteria Munoz y Nani should work. All the cabdrivers I've ever asked were well aware of the club.