Regarding Shades, it does depend what you're after.
It's pretty down-market, and on a weekday, there likely won't be any/many shows on. I've never been offered any proper extras, but you can usually have a bit of a feel at least.
One thing I would say about it, is that on a number of occasions I've gone and sat in there on a quiet weekday evening rather than sitting in my hotel. The girls, who are mostly English, are more than happy to just come and sit and chat with you. I've been there on a quiet nights and had a girl just sat in her undies having a drink with me (I paid her for a dance or two, I'm not a monster). When there aren't a lot of blokes in, they'll just come and sit with you and have a good natter, which is honestly a really nice way to spend an evening.