I think the Red Light District was covered in some of the posts already, so read through the posts you printed. It's interesting to see. I think better at night than day, but either is fine.
Don't take pictures of the women in the windows; that's a no-no. If the curtains are closed, they're busy
As w/ any other city, keep your valuables/wallet in a safe spot/your eye on them, etc.
Can't remember the street, but if you go through the Krasnapolsky hotel & 2 canals over, think that's one of the main canals/streets for the RLD. The Old Sailor pub is on it. Wouldn't drink the wine, but the beer is ok there & it's in the heart of the RLD.
If you want to have a somewhat eye-opening experience, go into one of the sex shops - the videos, "tools", etc, are rather interesting. I didn't even know you could do some of those things - guess there's something for everyone!