it's a nice place. wear what you would to any nice nightclub. I think that would include shoes. I saw no formal dress rules. the performers are transexual girls (formerly boys). great fun. if you want cheap shoes, try payless shoes if they're still around. or get them nice shoes. have fun !
It did not seem that way when I went for dinner and show. I'm almost 100% sure that there is no dress code period.
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