BJ is nothing like Thailand, so don't get your expectations too high..
You can go to the Pig & Whistle bar at the Holiday Inn Lido hotel about 9 or so, and it is loaded with girls, many Mongoleans... Many of those that did not score, head over to the Hard Rock.. it gets going about 11pm or so. BTW most girls ask for 1000RMB... you can get them down some.. 600 is the lowest.. 800 is norm.
There are many street walkers around the HRC in the evening... low cost, some good ones.. I found one for 300.. and have seen her a few times since.
There is a club, Suzy Wong's with a fair number of girls.. depends on the day of the week....
One "sauna" I found.. but I would not highly recommend it...
There are many bars in the city, different areas.. You can pick up one of the free magazines.. That's BJ or City Weekend, and get more info...
hope it helps... I like Thailand much better.. everything is out in the open there.... (and cheaper).