Early on my second day in Japan, I went over to Shinjuku to the Kabukicho neighborhood. This area is famous for its nightlife and is depicted in a lot of Yakuza films and games. Most notably, it is depicted in the PS2/PS3 game series Yakuza or Ryu ga Gotoku.
Kabukicho has a bunch of bizarre bars and hostess clubs. Hostess Clubs are establishments in which you basically pay to sit down with one of the hostesses for an amount of time. You talk about whatever you want, buy drinks, buy food.
You can do this in the game Yakuza, too. In fact, in Yakuza 2, you can go to Hostess Clubs, you can run a Hostess Club, and you can also BE a hostess in a hostess club. There are plenty of hostess club for women, too.
One of the big landmarks of Kabukicho is Don Quixote.
I'm not really sure what to make of this store. It's kind of like Spencer's Gifts, but sells almost anything. They have a bunch of lingerie, business suits, shirts, toys, buttons, and other crap. Wikipedia might have a better answer.
Anywho, if you're a fan of the Yakuza game, Google Maps has a Street View available for this entire area. It's pretty interesting to see the similarities and differences depicted in the game.