Luxury in Mexico it´s way more expensive than in the States, example: 250 Gb hard drive in USA = $150 (1600 pesos), in Mexico City = $280 (2900 pesos).
So, considering this difference I conclude that going out clubbing in this city is stupid. I think of going to one of those loud and expensive places as having a hummer in Seoul, it´s something you just don´t need. Having a car in Seoul is already something questionable when you see the great mass-transit system; so if you add to that the fact that a hummer can crumble a coulumn easier than it can avoid it while parking, then you can see why some things are just not good out of their context.
Anyway, I have to go out clubbing at least once a year if I´m living in Mexico, but it´s always something I endure, not enjoy.