-Go with x people and leave with x people. Never leave anyone at the club or let them go home with strangers. If you're drunk, you may make bad decisions like that. It may be safe (more than likely will be), but I'd rather be safe than sorry
-Make sure everyone watches out for everyone, so don't go wandering off alone. I've had quite a few guys be aggressive with me and my friends. If it gets bad, get a bouncer. They're generally awesome people
-Don't carry a lot of stuff on you and always watch your stuff. My friend had her crappy cell stolen because she left it on a table at a club
-Possibly be prepared to wait in a line. Very few places do not have a line
-Carry cash if you want to use coat check
-If you're going to take photos of yourself, do it at the beginning of the night rather than the end, because your makeup will probably smudge and you'll be sweaty.
-If you somehow get a drink, make sure that you receive it from the bartender. I think there was a rise on date rape drugs within the past year or so.
-Leave at least a half hour early if you plan on hailing a cab or plan on staying around an extra hour after the club closes. And be aggressive in getting a cab! Lots of people will try to get one