I was never into them, however, I love music and dancing so now and then I'd go. I really enjoyed dances in college more ... heck, do they even have dances in college? Sheesh, I'm getting old.
Funny, I was in Seattle a couple weeks ago with my (unhappily married) friends. We walked around the clubs and all three of us felt out of place.
One thing I noticed -- now remember, this is the angry Northwest -- women in packs of four or five walking to the clubs, all with frowns and a business look. We must have passed 100 women, not one was smiling or happy. They really put their defenses up -- at least in the Northwest, perhaps because there's more guys than girls. I thought clubbing was supposed to be fun.
I do know when you cold approach in coffee shops or grocery stores or bookstores, women are surprised and they do not have their defenses up or excuses made. ("my friend is waiting for me," etc.) It's probably different in other places in the country, but no, I've never missed the club scene and always have done better outside of it, but to each his own.