I agree with the guy who says if you're not comfortable at clubs, dont go. You don't need to fit in with that type of crowd if you aren't feeling it. Me, I'm the clubber guy, I go usually once a month or every other month, and I pretty much hit the same club because I am so comfortable there, I know most of the bouncers, bartenders, and promoters and thats what you need. If you really want to fit into the crowd, pick one club, stick with it talk to the bouncers that search you and card you, tip the bartender, do what you gotta do. Once you have the respect from the people who run the joint, it's cake.
As for dancing...practice in front of a mirror, do what you feel comfortable with, if it feels comfortable but you think you might look like a dork who gives a ****. My friend is like a crackhead on the dance floor, hes like flailing his arms around and jumping irradically, but he is such a fun person to be around, people see that and they just join in the craziness.
Clothes...different clubs different vibes. Soem clubs require you to dress to impress, others don't allow jeans, hats, sports attire. Some clubs allow sneakers, others don't. You figure it out yourself. When I started hittin' this club that I always go to now, I started dressing like the ****, collar shirt, slacks, dress shoes. After the 3rd time, I realized that this club promotes dressing stylish, but the people just didn't, so I kinda stuck out. I changed my style to a more casual look, button-up short sleeve shirt, jeans, black suede sneakers. The objective is to somewhat blend in with the crowd, but at the same time have some unique flare in your style.
If you want some more specific tips on dancing I can really help you out because I take hip hop dance sessions, break-dance, and other crap, so I can teach you how to move to the beats if you want. Give me your AIM if you would like the help.