Sao Paulo: best city for a good standard (comparable to a best UK parlour) at about half the price. Note it is not a tourist city though. Also has plenty of high end and trash places if that's your taste.
Rio: all time good time city but prices can go through the roof. If checking ISG, follow Sperto's lists of centro clinicas rather than the high paying American bullshit priced venues.
Belo: very good for ultra cheap, similar to German Eros Centres but several blocks. Higher prices in posh part of town similar to Rio.
Remember it is a Portuguese-speaking country. Some areas are harder work if you don't speak it or have a wingman.