Going clubbing in San Francisco is a popular way to spend a Friday or Saturday night; even weeknights are good nights to go out. If you're partying in the blustery city, you'll need to do a little planning before you dress.
Check the weather forecast for the evening. Knowing what the elements have in store for you will greatly enhance your enjoyment of the evening. The weather in San Francisco is different every block, so look up the neighborhood of the club you are going to and check the weather for that particular zip code. For example, the Sunset can be warm and mild while the Financial District is windy and cold.
If it's Februrary or March in San Francisco, it's probably raining. Don't underestimate the proficiency of the rain at getting everything wet. Unless you plan on stepping out of a cab and into the club without paying to get in, you will most likely be standing in line for at least 10 minutes outside. Heels are great for keeping the hems of pants away from puddles, and boots are even better at keeping your feet dry. But if the club is uphill or you need to do a lot of walking, heels aren't a good choice, San Francisco is famous for it's "are you kidding me?" hills. Another thing to consider is dancing; if you love to dance you should wear shoes with a smooth bottom, not rubber. Rubber soles will torque your knee and you'll end up sitting a lot of dances out with a sore leg.
If it's cold, wear a coat. If it's not cold, still wear a coat. Decide to be at peace with the exorbitant coat-check fees at the club. Going out in San Francisco without some kind of protection from the cold is a decision many regret; it is definitely worth the $5 to $8 fees to have the club staffers hold on to your coat, and you can give them your hat, scarf or whatever else you have at the same time. It's secure and convenient, and the point is to have a good time, not to be worried about whether your belongings are safe. Even warm days can have shockingly cold nights.
Strive for layers when dressing for the evening; while the air outside is freezing, the inside of a club can be like a sauna. A breathable collared shirt for guys and a dressy tank top for girls can be a lifesaver under a swear and a jacket. If you want to know what's in vogue at the moment (or dress contrarily), there are lots of websites that host photos from nightclubs and their patrons all over the city.