Your wallet will take a hammering from the drinks, unless you make do with a two or three...
Personally, I like to think of club entry as being like a ticket to a rock concert, the price is about the same for a well known band. There are cheaper and better alternatives to some of the big clubs, especially if you dont place a lot of importance on seeing TIESTO or OAKENFOLD.
If you have the stamina, you can go for an all day event at Space, and get the pass out band before 5 (?) or so, you can head back to your hotel to top up on booze/water.
Again, there are cheaper alternatives to experiencing the international "vibe" (shudders at the word usage) and the music, although for a one off, why not go for a huge night?