Basically the bottom line on the original poster's question is there is no way around questions about one night visits if you are driving from distance unless you have a family or friend who lives in the area and are visiting them. Fortunately I do. On the USA side I was even once questioned about who they were, where they lived, what they did for a living, the nature of their relationship to me, etc. I offered the customs agent my cellphone and invited him to call them, but this was declined. I don't visit them on every single trip to Montreal, but it is a convenient built in excuse.
I think admitting to visiting strip clubs or indulging other adult entertainment is dangerous as it will invite further questions and lead to suspicion that you are a money launderer. It will also invite intense questioning on the amount of money you are carrying with you.