Rasputina's Transylvanian Concubine would be a good choice, although not very stripper-ish.  Living Dead Girl by Rob Zombie and Pour Some Sugar on Me by Def Lepard both work very well.  I have to say, though, I close my eyes, and picture the opening beats of Closer, and the cinematographer in me loves the idea of alternating shots of a slow pan up from her shoes to the crowd slowly quieting and turning towards the stage, their attention demanded by the nature of the beast on stage.  Of course, if you're angling for her to be a more sympathetic character, there's something to be said for Sympathy for the Devil...