I went clubbing once, shortly after my 18th Birthday, but that's it. Talking about clubs and bars, I don't even know how to order a drink there, and worse, if I did, I don't know what I can order! I hardly think its the kind of place where its like a restaurant where you just order from a menu, lol. If I did know how to behave in a bar/pub, I think I might actually go have a glass of drink if I'm feeling down. Maybe someone can advise how to behave? Like how to order a drink, what drink to order, or how to ask what they have? Sounds totally silly questions I know, but really, I have never in my life done it before, I hope no one at my work place will ask me out clubbing, which actually happened once and I behaved like a complete fool and a deer in headlights even before we hit the clubs, I had to make a quick escape after dinner.
Well, every club I've ever been to has had a bar much like in a pub, and you can see the fridges and shelves behind them with all the stock on.
How to order a drink: The barmen and women will be hanging around behind the bar, waiting for someone to come up to the bar and ask for one. Usually there'll be several of them, each working a 3-or-4-ft section of the bar, as otherwise there'd be far too many people for them to keep track of whose next! Queues for the bar in clubs are very disorganised and are more of a mess of people waiting to get close enough, (ie., their elbows on the bar) to lean over and tell the barmaid/man what they want. That said, don't let too many people shoulder past you - the crowd at a bar knows who's meant to be next well enough, and if you're in any doubt about the reaction of the person, tell the barmaid/man you were next (assuming you genuinely are!) They don't like to see pushing-in any more than you do; they are trying to keep all customers happy, after all.
Once you've ordered your drink, they'll go off and retrieve/make it, bring it back to you, tell you how much it cost, you hand over the money, and they bring you back your change, if there is any. I hear there's a trend for giving tips for drinks in the US, but I've not been to a place yet in the UK that expected this. There might be a price list stuck to the wall somewhere, but if not, just take what you suspect is way more than you'll need and you can't be caught out.
As for what to order...
If you're alright with beer then order one, they'll have them either on tap so look at the little icons on the bar/just sticking up from the bar, or look in the fridges behind the staff and there'll be bottles of beer in there.
Cider is a slightly sweeter version, and good if you're thirsty.
If you prefer wine, some might do wine. They can be on tap, too, but will more likely be in the fridges behind. If you don't know your wines, just ask for a house white or red. White is served chilled, red at room temp (sorry if you already knew that!)
Wine has a fairly high alcoholic content, so if you're wanting to pace yourself, don't go exclusively for it.
If you have a sweet tooth, ask for cola or lemonade (generically referred to as 'mixers', although you'd need to specify which one you'll want) with a spirit in.
You'll need to be specific about the spirit. Vodka doesn't interfere with the taste of anything else as it's just an alcoholic kick (cue widespread disagreement from other forum members in 3,2,1...) so can make any non-alcholic drink you mix it with taste like an alcholic version. White rum is similar, but works best with sweet mixers as it is made from sugar cane. Dark or spiced rums have a more distinctive flavour, and can also be mixed, but as a beginner, I'd recommend white. Sometimes white is referred to as Bacardi.
There are many different brands of vodka and rum (and perhaps other spirits) and some clubs stock several, so you may be asked whether you want, say, Smirnoff, or whether the house one is fine. Frankly, go for the house one. Spirits are spirits are spirits, unless you're a connoiseur.
Feel free to ask for a single spirit with mixer (a small measure, compared to a 'large' or double'; if you're not used to spirit n' mixers, a single tastes strong enough. And that'll get you drunk slowly, which is the best way.
If you're feeling adventurous, there is always the option of spirits or liqueurs, but don't feel you have to drink these, even if your companions do. Best you learn to drink and certainly best to be within your personally-prescribed limit. Tequila, one of the more notorious 'hey, let's all have a shot!' spirits don't taste too good, so personally I don't think they're worth it.
If you want to look flash/sophisticated, help yourself to a cocktail, but in clubs they're less likely to be sold, are going to be at a horribly inflated price, and if the night is busy, it's considered bad bar etiquette to ask for one. Picture the scene yourself: you and most of the crowd are standing at the bar, waiting to ask for a beer (which'll take all of 30 seconds for the bar staff to pull/open and bring you), and some numpty up front has just asked for a Long Island Iced Tea which subsequently takes nearly 10 minutes to make. All that time, the barmaid/man is too busy making this one drink to be able to serve the dozens of other people waiting for a drink.
You might find the odd 2-for-1 offer on cocktails and a short list of ones that are quick to make, and they can be better because of the price, and because, although they take longer to make, twice the quantity is being made, so two customers are effectively dealt with in one go. So by all means give those a try if you feel like it.
Personally, I keep cocktails only for sitting-down-and-chatting evenings in bars. One final note on cocktails: 'long' cocktails - ones of which there is a large quantity in a glass - tend to be less alcoholic than 'short' ones, such as the type you'll get in a cocktail glass.
By all means alternate alcoholic drinks with teetotal ones - say, just cola or cranberry juice, by itself. It's a good way to disguise the fact that you're not having alcohol for the duration of that drink, as you can hide behind the, 'it's a mixer!' excuse (not that you need an excuse per se, but it gets the more zealous drinkers off your back).
I hope that helps?