Paulistas work hard, but they play hard, too. There are more nightspots in São Paulo than you could visit in a lifetime, so whether your scene is a laid-back bar or a trendy disco, there’s something out there for you. Live music of all sorts is abundant—jazz, rap (known as "música black"), pagode (samba-style music), underground trance, rock, etc.—so ask around.
Some guidelines to keep in mind when you explore the São Paulo nightscape:
Clubs don’t get started until pretty late (if you arrive before midnight, or even later in some cases, the place will be deserted), so if you’re headed out to the nightlife directly after dinner, you’ll probably want to hang out at a bar for an hour or two before hitting any clubs.
Bars and clubs go in and out of style extremely quickly, so if you’re looking for the latest trendy hotspot, you’ll have to ask a local in the know. The trendy-club-of-the-month will probably be crowded with Paulista socialites, will have a DJ who spins house or poppy dance music, and will have a bar area separate from the dance-floor (so it’s not impossible to have a conversation).
If you decide to face the crowds, you’ll realize that these clubs, although they often offer great ambience and dancing, primarily function as places for singles to hook up. The more undergroundish clubs (that usually spin heavier techno, drum, and bass) have less of a meat-market feel and are more permanent in their addresses. These are likely to start later (don’t show up too much before 2am), be smaller and cheaper, and attract a more alternative crowd. One of my personal favorites is Lov.e on Rua Pequetita in the neighborhood of Vila Olímpia (this neighborhood, by the way, is particularly known for its numerous nightspots).
Many clubs will change their theme or DJ each night of the week, so depending on what day it is, different places attract different crowds. Pretty much any club will be booming from Wednesday to Saturday. Other days of the week require a bit more research, or else you might end up going from club to club only to find that they are closed/empty.
At any club (and some bars), you will most likely be expected to pay a minimum consumption charge, which can be used towards buying drinks. The minimum consumption for men will almost always be significantly more expensive than for women. You will probably be given a card that servers use to keep track of how much you spend. Don’t lose this card—they’ll charge you the maximum consumption, which runs in the hundreds of Reais.
On a full night, you might have to stand in line outside the clubs. And, especially for the socialite clubs, how soon you get in is not necessarily a function of where you’re standing in line. Bouncers favor fashionably dressed people and groups with girls. (Have I mentioned that São Paulo can be extremely shallow and image-driven? It is, after all, the world-wide plastic-surgery capital.) Once you’re in the club, it is safe to leave purses/jackets at the "chapelaria," which may charge you a small fee for storing your belongings.
Finally, when you’re ready to leave, you’ll find that it is very easy to get a taxi outside the club.