Going to a gay club is a lot like walking into a candy shop with no money. Unless you're planning on stealing something, all you're going to do is salivate over a bunch of sweet things you can't have.
Going to a gay club is a practice in letting go. Unless you check your ego at the door, you're going to get hurt. Preconcieved notions about who you are and what you can do will only get in the way. The club is a Zen experience, in a way. It forces you to concentrate on the here-and-now. If you think about anything else but the music, be it past or future, you'll get distracted and detached. You have to follow your instincts, and accept a nudge every now and then. It's far too easy to get anxious and paralyze yourself, and go home lonely at the end of the night. The key is identifying the thought that keeps you static, overcoming it, and taking action, even if that action is as small as saying hello.
You can't ever view it as a game, with score kept by hookups. That kind of sex-centered thinking is unhealthy. The old adage may be that "no one goes to a gay club looking for a relationship", but my opinion is that "no one goes to a gay club who really knows what they're looking for". I think that it could be argued that everyone who shows up at the club is at least partially motivated by fear. Fear of being alone, fear of being unimportant, fear of being uncool, fear of being out of touch. It's only when you let go of those fears and give up trying to prove anything to yourself that you have a shot of going home happy.