The general principle answer: I always took the George Castanza approach. Don't pay for something which could come for free if you just apply yourself. And then there was an incident with an ex-girlfriend. After working an entire weekend to get together for what should have been a slam dunk, I came away [figuratively] empty handed. I came to the realization at that point that IT'S NEVER FREE! Driving home at four in the morning with nothing good to show for it, I realized that it would have been worth $300 to me just to have not had any of that experience and gotten my weekend back. But, for that matter I could have spent the same $300, gotten laid, and had a decent weekend without all the melodrama. That changed my opinion all the way around. As Charlie Sheen once said: the only difference between sex for free and sex for money is that sex for money is cheaper.
The practical answer: finances force me to maintain the Castanza mentality. If I wind up with discretionary cash, I'll always spend it on more important things. Banging strangers isn't a good use of money. Unless I find a girl willing to exchange professional services, which isn't going to happen given my line of work, then I don't see that position changing. Never happened over here and probably never will.
The historical answer: I did hit up an FKK club while traveling Europe. Found it to be a pleasant evening, though certainly nothing mind-blowing. Not something I'd do over here for the reasons stated above, not to mention that the American version of such things is 18 kinds of fucked up. In Germany, however, they've managed to make the whole thing a decent way to spend an evening and a few euro. I'd certainly recommend it from a tourist perspective. It's just an interesting experience that Americans don't often get.