Yeah, Reeperbahn is a must, went there for the first time in Feb., on a cold Monday, almost nobody on the streets, except some whores (yes, they want to be called whores). There are many places that women aren't allowed to enter (like Herbertstrasse and a "Laufhaus", an advise to all ladys: DON'T EVEN TRY IT). I haven't been to a show or a stripbar, like the famous "Dollhouse", but it still was an impressive experience, all places do have one thing in common though: all are very expensive (expect at least 10€ for a beer). Anyway it is a part of Hamburg, and as a tourist you shouldn't miss it. But my friend from Hamburg recommended Thursday till Sunday.