Crazy life is good until it's not bro. I got way too in over my head in Kabukicho, and after returning there for a brief vacation before coming to China I realized what a sad slum the whole thing is, even if it looks shiny on the outside.
That being said I'm super glad I had the experience. I know your sights aren't on Japan, but you should be able to replicate the experience in other countries. My prime advice would be to get as deep in as you can, get a job as a bartender or something, spend a lot of time hanging out with the "creatures of the night" and understand what makes them tick. Sex will flow like water. Working girls will sleeping with working guys no problem. Yeah, they're fucking a bunch of guys, but those guys are paying them boatloads by the hour, while they come crying to your arms because they genuinely want to be with you. It's a very interesting feeling.
Slumming it in Japan was ideal for feeling like some kind of gangster king, without any of the danger of imminent death of trying something like that in America. If you went to the Philippines or something though, it might actually be dangerous, so always weigh your risks appropriately.