Melaque has a 'red zone' botanero bar called Siboney that has a tranvestite burlesque type show twice a day on Wednesday and Saturdays at 5 and 7pm. I hear this is only during tourist season but I've not been enough to know. I'd be surprised if it's not open all year because it's always a mixed crown. For me the show is a once or twice a year thing but there are some that can go every week. It's fun and silly and worth a visit.
Siboney is in front of the Terraza Bar Corona which is the more wide open and open 'till all hours of the morning.
Daniella or Danielle that runs Siboney