It's definitely a choice every man has to make for himself.
Myself personally, I've been patronizing massage parlors and strip clubs since I was 19. In los angeles, most strippers will provide extras in the VIP room for a tip and massage parlors are practically on every street corner.
Here's my experience:
Pros:
* Easy, effortless, stress free access to sex.
* I can enjoy a variety of different women depending on my mood
* It makes me less sexually frustrated around regular women in my daily life
* It makes me less stressed out about trying to pick up women in my daily life
* It allows me to focus on work instead of sex or picking up women
Cons:
* It gets expensive. A massage session typically costs $40 for 30 minutes and then you have to tip at least a benjamin if you want to full play, so that's $140 for 30 minutes of play time.
* Cops will periodically raid these places. I've heard stories of undercover cops taking down license plates and keeping profiles of massage parlor patrons.
* You might end up being addicted to these places and using them as a crutch and you social game will decline over time.
In my younger years I went a little overboard visiting MP's and strip clubs and I easiily blew about $2k each month.
But now, I've learned to control it and limit my vists to about 2 times a month and spending maybe $500 - $600 per month on play time.
I do believe that visiting these places have allowed me to be more comfortable around women in my regular day life because now I see women as just human beings instead of putting them on pedestals like they're angelic goddesses or some sh!t (that's an AFC move)....
But again, it's a choice each man must make for himself.