There are risks associated with the nightlife scene, but you can take precautions to avoid becoming a victim.
If you plan to visit a club, especially one that you are unfamiliar with, it is best to go with a group. Check the place out. Get a feel for the neighborhood, for the atmosphere of the club, and for the people that frequent the club. If anything about the place makes you feel uneasy, it is probably a good idea to leave and find a place where you are more comfortable.
Make sure you can find your way to a club, and also find your way home easily. Becoming lost in an unfamiliar neighborhood can be dangerous. It is at best uncomfortable, especially if it is late at night.
Always be aware of your surroundings and the people near you. If anyone or anything makes you feel uneasy, make sure you let someone know. If someone bothers you, report it to club security. Do not ignore the situation. If the person is drunk, you will not have much luck reasoning with him or her. It's best to let your friends, the management, or at least people around you know what is going on.
The nightlife scene can get expensive. Find out ahead of time if there is a cover charge and how much it is. Always make sure you have enough money, not only to have a good time, but also to get home if the situation arises. Should your car break down, or should you or your friends have too much to drink, you will need cab fare.
This is not to say that you should carry around large amounts of cash. In fact, you should never pull out more cash than what you need to make a purchase. Waving cash around is a sure way to tempt unsavory types. Keep large bills in one pocket and smaller bills in another, so you can easily pull out a dollar for a tip or for the jukebox.
Women should avoid keeping a lot of money in their purses, since purses can get mislaid when people begin to relax. You may think your friends are watching your belongings, but they may decide to dance or mingle and forget all about your stuff. In fact, it is best if you can avoid bringing a purse at all.
Carry a cell phone with you if possible. If you don't already own one, borrow one. If that isn't possible, at least bring a pre-paid calling card with you in case of emergency.
Do not leave the club alone, even just to get some air. You could be hurt or robbed. Never wander into an alley or breezeway, and don't sit out in the car by yourself. You and your friends need to agree ahead of time that even if arguments arise, no one gets left behind.
You should also choose a designated driver if you plan to drink alcoholic beverages. Another risk, besides becoming too intoxicated to drive, is becoming so intoxicated that you embarrass yourself or your friends.
Have a good time, just don't overdo it.