There are not clubs that are not in the hotels. Visit the hotels and enjoy the bars and the company you find. However, you will most likely only find a place to dance in the best hotels and not the budget ones.
If you really want to dance, then you might be able to get some music going in your own hotel room and dance in private. However, otherwise you will have to look at the higher end hotels and see if you can find one that has a dancing area.