Bars, clubs, lounges.... very different. Clubs can vary too. You got ghetto clubs where they just have a basement to dance in. Gets all sweaty and nasty. You got the lounges/restaurants that close after 1030 or whatever and turn into a club. A lot nicer. The crowd is usually nicer. Then you got raves and whatever.
Shrug. I usually hit up clubs and I'm Asian but usually they're in lounges, and what 90% of people don't get is they always choose a "venue." They go "Oh that club is nice," but in reality most of the show is run by a promoter. Promoters run the show and they hop around locations. You might wonder why sometimes a location is packed with Asians and next week it's ghetto as hell? Well it's because a different promotion group goes through. If you hit up a place without a promoter group going on, then usually it's a typical crowd. Don't expect anything special. I've gone with clubbing newbs (most girls) and they just pick a venue because lots of people have gone there before. Well, don't be surprised when you see 40 year old creepers coming after the girls, and I'm sent on cockblocking duty. Ugh.
I don't go that often anymore, but when we used to, there were a few promoters sites we would check out. Then we woudl figure out which venues they hit up the next Sat and pick the best out of the list.
Bars on the other hand can vary a lot. You got pubs and you got lounge/bars which are trendier. Pubs are great for watching sports and grabbing some food. Good social scene. You can take friends and just hang out there. Generally gets loud. Lounges when you just want to drink and look trendy. You can do some dancing too. Music is louder. It depends what mood I'm in. Usually the girls pick lounges, but in those cases you'll preparty first so you don't have to deal with $10 drinks. Maybe just 2 or 3 when you're there, but you get a good chunk of alcohol in first.