If you want to be the pioneer, though (spending a lot of time developing custom animations and working with another modder to get them in the game), I'm sure plenty of people would be delighted the knowledge is out there on how to do it, but it's apparently a lot more work than it was in TS2. If it requires custom animations, we haven't come as far with that in TS3.
I'd say the feasibility depends on how exactly you want your strip club to work. If you're looking for an existing mod, you want the WCIF forum under the Help menu.
Are you looking for advice on how to mod it? You'd want the modding forums under the Create menu