The Roxy, Los Angeles
The most famous spot for going out at night in LA is the so called sunset strip, a relatively short tract of Sunset Boulevard. The clubs that I suggest to visit are the following:
The Viper Room
Wiskey a gogo
The Viper is a good disco some nights. Viper Room is now owned by Johnny Depp and clamorous episodes have happened in the past. Wiskey a gogo was home to the Doors in their early days, and the Roxy Bar was a meeting point for the youngest of the starlet system. I don't know if it's still.
Actually during weekends the "Strip" is very alive while during ordinary nights might be disappointing. Los Angeles is also plenty of good live music shows every week with important performers playing both in small and big clubs or at the holliwood bowl. In LA, a club might be very busy one night and completely deserted the next one. My suggestion is to gather information before chosing any club to go or you might end up spending the night with the bar tender. LA weekley, the notorious free LA entertainment newspaper might be a great help. Almost all the clubs close at 2 am.
The Roxy, The Whiskey, Troubadour
All three of these places are small and intimate. The bands that play here are usually only a little bit known, and are on their way up. For a long time this is where I went to see any ska or swing bands that came to LA. It's just a lot of fun people and great music for a relatively small price.
One of my favorite bands to see here were the Cherry Poppin Daddies.
Dress Code: Nothing fancy required. But I would recommend something that you'll stay cool in. Dancing for hours and hours in a small space like these gets very hot.