The club scene for those of us who are over 18 but under 21 sucks in a lot of cities. I know that in Boston and New York pretty much everything is 21+.
I can vouch for Xmortis though, if you're ever in the Boston area. Xmortis is a pretty large event, usually drawing a few hundred people. If you're really outgoing it's a blast, but if you're more reserved then it'd really easy to get lost in the crowd.
There's Sanctuary in Providence. It's a pretty small venue, but is really, REALLY nice. Sadly it's only once a month these days. Sanctuary is much smaller than Xmortis; I'd guess with no more than 50 or so people (probably less) but everyone is really friendly and nice, the club is pretty classy, and it's a very comfortable atmosphere. I prefer it to Xmortis, but since I lack any way to get back to Boston at 2am I end up never really going.
There's also Dead Pool in Cambridge. I've never been, but it seems pretty rad. Goths, dancing, and pool... it seems like such a great combination.