The Penthouse Club off of College is really nice. I've never been by myself, though, so I don't know if unaccompanied women are okay with them. There is also the Crazy Horse Cabarets. One is across the river in Port Allen, one is just south of BR in Geismar/Gonzales. I haven't been to either of those recently, but when I went they were more laid-back/casual than Penthouse.
Yay naked ladies!