As for packages vs separate you just have to check it out. The first time we had a package and the second booked separate. It depends on what specials places are running and stuff like that. I think you have more flexibility with flights if you book on your own. You just gotta do the legwork I guess.
As for strip clubs you want women right? (JK) Um, I think I remember the guys going to a place called the paladrome (?) a few years ago...don't know if it is still there. And if you want to see an old fashioned strip club go to Glitter Gultch on the old strip. The old strip you have to take a cab to but it's cool. The old strip doesn't allow traffic and they have it covered and have a laser show at night. And there are lots of cheezy old time casinos (stuck a few decades back) with cheap drinks and low limits on the tables.
Oh and when I went in december we took one day (a 14 hours day) and did a hoover dam/grand canyon tour on one of those luxury coach buses. SO worth it. The grand canyon is awesome if you have never been there.