Honestly, it's okay to have a drink or two when you're at the club. It's normal social behavior.
Haha, I know exactly what you mean, being a recent college grad in this wonderfully terrible economy. I usually do have a drink or two before I head out. It's ridiculously expensive out here.
I mean, the most important thing is making sure you can "replicate" your personality on the day 2. There have been plenty of times where I get pretty drunk and it helps me pump up girls' buying temperature and on the next date they wonder where that guy went.
In the end, just make sure you're not getting drunk. Matador always tells me "From a scale of 1 to 10, 1 being sober, and 10 being totally drunk, I like to game at a 4", on the same token too, he does focus more heavily on same night lays and doesn't worry so much about the day 2.
If you're just starting out, I would recommend that you go out sober, it's tougher, but you'll be glad you did.