The city’s best nightlife is downtown [1] and on the east side; cultural draws are downtown, period. The west side [2] is mostly a zone where Hooters is a draw within megamall sprawl.
Check the free local paper Isthmus (www.thedailypage.com [3]) for club happenings.
Links:
[1] http://www.moon.com/destinations/wisconsin/madison/entertainment-and-events/nightlife/downtown
[2] http://www.moon.com/destinations/wisconsin/madison/entertainment-and-events/nightlife/west-side
[3] http://www.thedailypage.com