Whether it is a sin to go to nightclubs falls into the broad gray area of Christianity. We would like everything to be black and white but frankly Jesus said nothing about nightclubs or thousands of other things like rock music or the internet. So good judgment must be used when making such decisions.
Going to nightclubs in and of itself is not wrong. But the question must be asked why is a person going and are they going to participate in sinful activities there. This is where it can be sinful to go to night clubs, dance halls, etc. If the idea behind going clubbing is to meet someone and then hook up in some sort of sexually immoral way, then absolutely it is wrong. The same goes for getting drunk and all of the other problems that leads to.
The bigger issue is a matter of perception and there isn’t a cut and dry answer. In 1 Corinthians 8 Paul writes about food sacrificed to idols. Some people were very much against eating such food because it had been used in an idolatrous ceremony. Others weren’t bothered by eating this food because they did not acknowledge the idol so it meant nothing to them. The point is that some people are going to be bothered by the idea of going to nightclubs regardless whether sinful activity takes place there or not, it gives the perception of doing wrong. In the end each person must decide whether they are willing to sacrifice their desire to go clubbing in order to avoid a bad perception or if their conscience is free because they aren’t participating in sinful activities and it is other people who need to get over their perception.