I had a fantastic time at the Playboy Club. It was posh (by the fireplace) and the staff was EXTREMELY pleasant. I couldn't attempt to fill my drink without one of the bunnies hopping up and doing it for me.
My table of four smoked cigars and enjoyed drinks all night long. When the place started filling up we had our own area that was kept clear of stragglers and mooches. When another friend dropped in with a gaggle of geese they were welcomed in past the long lines and made comfortable next to us.
I'm not a gambler so I can't speak to that, but the music was good, the dancing space was adequate and the drink mixes were tasty and abundant. There were no extra charges or fees (not even for my unexpected guests). The price was good and the seating location was superb. I'd definitely consider The Playboy Club for another night out with the fellas.