Club life is not dead, it WAS, after Teo made a mess of the city, (08/09) but I'm down there frequently, for years would only go to lunch during the day, but recently, I went on Friday night, and went to Revolucion (the main club area) and it was like the old days from when i was 18 or so, just like Downtown, San Diego. Zona Rio has some good clubs too, more high end. It's as safe as it can be, just don't get out of line, and realize you aren't in the US, don't drink too much, or fight anyone, don't buy drugs or try to, and you will be fine No one is going to cut your head and put you in acid. If you hang in Zona Norte too much, or too long, (Hong Kong, Adelitas) you MIGHT see someone get killed...but probably not.
And yeah, any strip club..you can take the girls with you if you want, but be aware, be respectful, be cautious, and always pay up.
Besides the creepy sex tourism stuff, some restaurant recommendations, 'Mision 19', (Zona Rio) best in the city, and La Querencia off Sanchez Tadoaba.