I've never done clubbing in my entire life before. I don't/can't drink and the last time I did drink some beer, I ended up drunk, babbling incoherently and giggling in some foreign country. I learned my lesson and never drank in public and my friends learned a lesson too - never to offer me anything that has liquor in it.
The only clubbing I'm familiar with is the one where you hold any sort of weapon and club someone with it.
So when someone asks you out to go clubbing this weekend, does he/she mean the former or the latter sport?