Nightclubs? I think I can help out.
You might like to try Metro or QBH on Saturdays which are the biggest nightclubs in Melbourne. There is a bit of an entry fee but they are very popular spots for the younger crowd and tend to get in top notch DJs.
On Tuesdays, The Glenferrie and The Hawthorn are the place to be...everyone gathers there for cheap drinks, pool, dancing, outdoor lounges etc. The Hawthorn is larger and nicer than the Glenferrie.
Thursdays are 'uni nights' so a lot of young people out then too...try Boutique, Seven...ummm anywhere! Superem mentioned Click Click...which I have never been to, but they tend to attract a more alternative/emo crowd.
In the city, there are lots of cool laidback lounge-bar type things like The Lounge, St Jerome's, Cookie, Transport Lounge in Fed Square etc. Just have a wander (not on your own!)
Have fun!