Romeo visiting club is hot stuff — capital! (10)
I believe the answer is:
bratislava
'capital' is the definition.
(capital of Slovakia)
'romeo visiting club is hot stuff' is the wordplay.
'romeo' becomes 'r' (phonetic alphabet: alpha, bravo, charlie etc.).
'visiting' indicates putting letters inside.
'club' becomes 'bat' (as in sporting equipment).
'hot stuff' becomes 'lava' (I've seen this in another clue).
'r' placed inside 'bat' is 'brat'.
'brat'+'is'+'lava'='BRATISLAVA'
(Other definitions for bratislava that I've seen before include "Capital of Slovakia" , "Capital of the Slovak Republic" , "City" , "Slovakian capital" .)