Depends on your tastes. Are you just visiting PI?
My whole family, teen brothers to my 60 year old inlaws love the Adventurer's Club. Fun atmosphere, like a club of the early 1900's. The "Club President" and "members" of the club circulate in costume with the club patrons, drawing them in to the entertainment. The stone goddess and colonel interact as well. It's just fun different!
The Comedy Club at PI is also a ton of fun, line up early for the next scheduled show.
The Beach Club has live band and DJ's for plenty of dancing. Plus pool and game tables; always something going on here. Music is eclectic, from The Beach Boys to current Top 40.
There's a club for every taste. I love the PI Jazz Company. Have yet to try the BET club or 8 Tracks.
The only club at PI you can't do, if under 21, is Mannaquins.
Plus, there is live entertainment outside on the West End Stage, DJ's all night, and the nighly fireworks.
CityWalk at Universal is supposed to be great too, but I haven't been. Downtown Orlando has other hot nightspots as well. The Universal board here on the DIS may have some info on CityWalk.