Chiangmai is more laid back and not known for night scene (as with Krungthep, Phuket or Patts). Only 2 small ago-go bars in town (Spotlight and Foxy Lady) and 2 MPs (nothing like Joety's Poseidon) :p. And true, there's a fair mix of Yunnan chinese (Chiangrai) with Myanmar just across the border.
Hi Pi Yinyang, you are right with the small ago-go bars. But nowadays there are many KTV joints setting up and they are also offering sexual services behind or the guy can also bring the girl back to the hotel. Most of those girls working in these joints are from Yunnan and Myanmar. They can speak Thais, English and Mandarin. In fact I know one Yunnan girl who can even speak Cantonese.
My personal advice is never to visit these joints alone unless you are familiar with the people there.
Just to share my brief experience with the bros here only ya.