My fabulous (bio) little sister/Maid of Honor rented a limo and took my girlfriends and I to a drag queen cabaret and dinner at 
Lucky Cheng's in Manhattan.  I love this place!  They are raunchy and hysterically funny - complete with lap dances, dirty balloon animals, and custom cakes.  Afterwards she booked a VIP table at a club nearby and we danced and drank the rest of the night.  
It was the perfect combination.  Something I can always look back and laugh at.  Everything was a complete surprise to me - I only specified "no naked men."  Once you've been to an all-male revue, you've seen one, you've seen them all 

 I didn't need to see anymore!