Premium Annual Passports also include entrance into all Pleasure Island clubs.
The only club we continue to frequent is the Comedy Club, which is a bit hit or miss. It sometimes is brilliantly funny, other times nearly awful. But since it's included in our Annual Passports, we always go there once each trip.
And no you don't have to buy any drinks in any of the clubs.
When the kids were younger they enjoyed the Adventurers Club, but they hate it now.
The other clubs are only interesting if you go on cast member night. I can't remember when that is, but it's the only time there's anyone in the clubs at all.