Moulin Rouge

I would like to say, if you have never watched Cancan Dancing, it's worth to go to Moulin Rouge. Actually, it's a dancing, not erotic things, so I don't think your wife will be embarrass when she is inside Moulin Rouge. Nude in Europe is not a taboo. You can even see Nude advertisement on TV.
Dinner is Moulin Rouge is too expensive. If you only want to enjoy the show, you can choose a less expensive package, show with drinks, it can save more.