I went to the ADE a couple of years ago. Good fun.
All the above, however the blanket statement that escape is the best club in amsterdam can only be made if you are into trance (and have been to the rest surely

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I saw Dave Clark at Melkweg - a brilliant venue. Followed by Sugar Factory on the same night - was more housey, and a good venue. Looks like clark is playing same place again - i would defo go to that one.
Saw PVD at escape, like i said - it is trance a go go go - lots of lights & screens etc.
I believe panama is the best tho - albeit from word of mouth.
I spent NY there a few years ago. With da missus & it was a lovely place. bridges lit up with lamps, loads of snow. Fireworks are banned apart from NY eve in a'dam, hence on that night everyone goes crazy. Get to one of the main squares for middnight.