I would like to be more social by going out at night to nightclubs.
I would too, but getting dressed up to meet the dress code can be a bother.
Can you give me advice about Nightclub?
Don't go to any that use pyrotechnics. You could end up caught in a fire like at The Station in 2003. 
I remember that, I think.  What about cost?
That would vary, I'd imagine. 
When you go to Nightclub, and you are the expert, what happens?  What do you do?
Well, because of their general swankiness, and VIP areas for celebrities, some will cost a bit more. 
Let us say I went to a large city and hit a club at random.  What would be the ballpark figure that I'd spend?
On a Friday, or Saturday night, which are the busiest, expect to spent at least $100 for the night, including drinks.