First, there is the fiancée. Maybe she is one of those rare cool women that is completely fine with her beloved being danced up on by Candi (that's right, with an i). Maybe she is one of the even rarer women who wants to go along with you. Chances are, though, you don't live in Fantasyland, and your bride-to-be is less than enthused about Candi. First, have the discussion. If you want to have the typical bachelor party, and you believe that your fiancée is under the impression that you would never do such a thing, this is not the time to enact an "It's easier to ask for forgiveness than permission" policy.
However, maybe you want to avoid the whole strip club scenario. Whether it be because you have already seen enough Candies to last a lifetime, or that you just aren't into that kind of thing, there are other perfectly acceptable (and still very manly) options.
Guys' Adventure Weekend - Go whitewater rafting, camping, hiking, fishing, etc. Whether you pack in the tents or rent a cabin, you'll have fun just being boys (with no one telling you that it's time to wash up or that you've has one too many Red Vines).
Megadeth (or similar) concert - Hit a dive bar and then go to a concert that only your compadres could appreciate.
Football tailgating - Who said a bachelor party has to be at night? Get tickets to your home team's game, pack in a bbq, and have fun.
Golf retreat - Be honest, are you and your friends maybe more metro than macho? Take a relaxing weekend away at a resort at or near a golf course, maybe sneak in a massage, and don't give too many details to your very jealous pedicure-impaired fiancée at home.