Expensive drinks? Clubs have the cheapest drinks, as far as I know. $2-3. Unless you're talking about strip clubs. Why would anybody go to a place that sells $25 drinks unless you're trying to pretend you're a hip hop video extra.
There is a good club here called The Loop. They play mostly 80's/90's stuff but play some current industrial/electronica/punk stuff. Manson/Zombie here and there. Good prices, pool tables and the place is huuuuuuuuuuuuuuuge so it never seems packed even though there is hundreds of people in there. Gigantic dancefloor and they have lots of sweet bands play.
I prefer a pub or pool hall, but clubs have their place.