A great City when the weather is good. As mentioned by a few people, get down to "The English Garden" during the day, great beer, and the odd totally nude woman sunbathing.
There are several lap dancing bars near to the Hauptbahnhof (Central trainstatin) the biggest of these is called Hollywoods or something.
A lot of English tend to levitate towards an Irish pub called "Gunther Murphys" I wouldn't bother if I was you, it's cack, plenty of decent places around it though (it's fairly close to Marienplatz, but I can't remember the street name)
If it's brothels you're after there are several of them in and around Stahlgruberring which is about 10 minutes taxi ride outside the city centre.