Plenty of solid tips and recommendations here!
As far as my club scene experiences, I have been to several in Miami, Vegas, and a couple locally. But, I would not call myself an expert by any means. When I went on vacation to these places, my group of friends made it a priority to "do it up" as best as we could. My best story that I would like to share with you was in Las Vegas at a nightclub. It was 4 of us, all guys, and we waited on line for a solid hour before deciding to give bottle service a try. We gave the promoter $100 bucks, got walked into a private table with a bouncer. A bottle of sky vodka, the 750ml one you get at any local joint for under $25, was $550. A bottle of Fiji, like the 12oz one or whatever, was $23. In reality, the $100 bill was more like the $1 bill in any other situation. Nonetheless, my point is that while we had the table, our bouncer made it a priority to "bring us girls." Not that our group was even remotely shy, but for it being the first time in this type of luxurious environment, we followed the bouncer's lead. Conveniently, there was a bachelorette party with table service literally two steps below ours. The bouncer went over, grabbed random broads, and was like here ya go. We ended up hanging out with that group of girls for the remaining few days of the trip, which made it a blast.
I guess my overall message would be to just let it loose, have fun, and not give two shits about if you get rejected by the first 5 chicks you approach. I like to use the buckshot approach, fire off a shell and see what sticks.