You have to go to Cafe Baghdad. It is without a doubt the best live sex-show in the world (not that I've been to many mind!), worth every penny of about £40 & lasts two hours, and has even featured on Eurotrash.
Not exactly a conventional/cultured night out, but I went there on a stag do in July, and it has the most beautiful girls you have ever seen - you would definitely be chuffed to introduce them to your mates & mum, though minus the strap-on dildo...
Now, where's my urinte-soaked flasher-mac...?