Man, people are taking this question very personally ...
No ... it is not every man's dream to own a strip club. Thats the short answer to your question.
The long answer is that some do. And normally not for the "keeping a harem of women" and "shallow" reasons that most people are stating in these answers. The reason why some guys want to own a strip club is because they are a way to make good money. Most strip clubs are just like any other dive bar ... except there are stages where naked women dance for dollars. Most dancers actually have to pay a fee to dance, and simply earn whatever the greasy perve... customers are putting down.
I live in Portland Oregon, which has more strip clubs per capita than any other city in the US. (It's a sorry statistic). I have been to a few for bachelor parties and 21st birthdays, and, while most are kind of the typical sketchy place ... some of them are actually really fun. We have one here that specializes in "nude moving art" so there are fire-dancers, choreographed synchronized dancing, striperoke, and the like. The "strippers" that work at these places normally aren't the dregs of society, and I think the best strip club in town is actually owned by two women.
If people have an unhealthy view of the body, then you'll find the shallow, crack whore ridden strip club. If people are into liberally expressing themselves and truly appreciating the naked form - then I think there is a healthy place for that in our society. But that kind of place isn't for the shallow man who wants to "own a strip club".