As someone who hasn't done the drive very often, I found the bridge much easier to find than the tunnel on the Detroit side. And I think the road you end up on Windsor from the bridge is where most of the strip clubs can be found.
If you don't want to rent, or have trouble with taking a rental across the border, then check
http://www.metroairport.com/transportation/ There is a luxury sedan service (Metro Cars) that quotes $62 +toll to Windsor from DTW.