Look for discounts in advance
Social media is your friend. Crazy Horse III offers a mobile app that makes it easy to book limos and find deals, and most clubs have websites or Twitter accounts advertising the latest discounts. (To boot, many even have additional perks for locals, but shhh.)
You may also come out ahead by calling first. Depending on the night, you can save a few bucks on cover or bottles by booking a table in advance.