You can go to a strip club for tickling and many of the strippers will be O.K. with that and you'll probably have a good time.
But, strip clubs are only designed for pole dances and lap dances. Whereas dungeons are designed for people with fetishes. They often have beds, benches or some device where the woman can lay down and spread out so that you have easy access to her body. Sometimes they have tickling devices such as feathers and brushes. Or you can just bring your own. A strip club probably wouldn't let you bring in a bag full of feathers and dusters. Plus there are some dungeons where you're allowed to strap the woman down. I'll be honest, I'm not certain but I don't think a strip club would allow that. And dungeons have women that are ready to be tickled for an hour strait whereas a stripper's job description doesn't include tickling so she can say, "O.K. SERIOUSLY, NO MORE TICKLING!", at any time. And if you're into feet as well as tickling you can request a certain toenail color as long as you call the dungeon a few days in advance.
So dungeons may be more expensive but I say it's worth the extra cost.