I've heard of lots, but it's difficult to recall their names and locations. What was the name of that London clubbing event that was all the rage a while ago, where clubkids wore really crazy eyemakeup?
My only issue with conceptual clubs is that they can be a little too conceptual, and there's this snobby, stifling atmosphere. While I'm dazzled by attention to detail, especially lighting (it's so important!), clubgoers generally create the atmosphere, not vice versa. You might go to a grungy, no-frills club and get utterly lost in the music and ambience, while an innovative, swanky club might turn out to be dull and postured.
Are you sure there aren't any good clubs where you live? The less mainstream places rarely get advertised, and of-the-moment clubbing events often shift locations. Your best bet is to go on music-related websites for your area, and check out the events list. And take note of every little flier/poster in cafes, hair salons, and clothing stores frequented by students or artists.