There's several threads on this issue... Do a search to get a variety of opinions.
In general, the comments above are correct. You can sneak one into Pacha or El Divino pretty easily and they won't come chase you down when the flash goes off (though I'd advise you not to take a photo with a bouncer standing nearby).
Space has a no-camera rule. I snuck a camera in last year and, after a while, got caught and was told to check my camera in for keeping until I left. I pointed out to the bouncers that everyone around me was taking pics with their camera phones and they relented and let me keep the camera as long as I put it away.
I haven't tried at Amnesia or Privilege (though Priv is so big I doubt anyone would notice).