I've got to second just about everything WallStreet has said so far. (With the exception of Tip #4, and that's only because I have neither been going to my local strip club long enough to be considered a fixture, nor do I wish to go that far. I've got enough money-draining hobbies that $30 per 5 minutes of couch dance has to remain a rare luxury.)
I also offer this advice: Talk to the women and treat them like people. Whenever a dancer has approached me for a tip, and the established procedure at the club is that they grasp the bill in their cleavage, I always tell them "Please, take it in your hands. You're a person, not just a pair of self-propelled breasts, and you deserve some dignity." They're usually surprised, but most find being treated as a human being is enough of a refreshing change that they stick around to talk for a while. As qjakal pointed out, non-sex-related conversation goes over well. (As an unapologetic Fanboy, I'm surprised at the number of strippers who have lauched into conversations with geek-enthusiasm that matches mine about Doctor Who, comic books, Celtic myth, obscure New Age musicians, and bad direct-to-video horror movies. Geek Pride!)
I also recommend offering foot-massages in the couch-dance room. I also make sure to tell them that they don't have to take their top off if they don't want to. Again, concern for their feelings and making sure that the experience is enjoyable for her as well has always gotten a favorable response. This will go a long way towards separating you from the pack of drunken jackals that leer and paw at her all night long, and then the tickling, when it comes up, will be regarded as playful rather than perverted.
WallStreet is right, after dancing all night, they do enjoy having their feet tickled. (And having their toes kissed and sucked, but that's another forum.) The only downside that I've discovered is that their feet are often too tired and sore to be properly ticklish, and sometimes they react to it as just another massage technique, responding with purring and contended murmurs of "That feels really good" instead of actual laughter. But then, I prefer gentle, affectionate tickling to the intense torturous variety, so I find the foot-worship satisfying enough on its own. (Your mileage may vary.) One incident that sticks in my mind involved giving a girl a back-rub, and my fingertips grazed her ribs. To my my utter amazement, she grinned softly and raised her arms above her head, actually inviting me to tickle her armpits and ribs with abandon! We then rolled all over the couch locked in a tickle-fight, laughing our fool heads off. Afterwards, she kissed me on the lips and said it was the most fun she'd had in a long time. I've only ever found two girls who positively hated being tickled, but they were more than happy to pin me down and tickle me in retaliation, so again, it's all good.
One warning that I can't stress enough, however, is that this is my natural approach. I think that the main reason that I've been successful is because I'm as real and as honest as I can be with these women, who have to deal with fakery and deceipt for a living. I sincerely want to treat them with respect, even reverence. If anyone tries what I've said and done as a ploy just to get into tickling range, then I don't know that I can guarantee the same results.