I wouldn't generalize myself, but with this guy? Yeah, you need to put your foot down more often.
Guys write off compromise all the time, but I'd make an exception in this case. He needs to understand that he can't always get what he wants. The same would go for a dude in a relationship with a controlling shrew.
First and foremost, talk about it - if he's willing to listen.
You must be pretty laidback if you're willing to let him go to strip clubs. Though, I think that is sleazy and wrong for a married man to do
- and that is comin' from a male standpoint.
By the way, you see the teddy fine "TitanTron Video" on YouTube?