My crowd love Peacock Bar in Clapham Junction, which is a bar club & restaurant with a fab 80s club night after the burlesque cabaret, for a big Friday night out (or Saturday night out for that matter) . Also has a 2,30 am licence. Plus is always busy with a great atmosphere - we find that a lot of clubs can be a bit lacking on a Friday night in London currently. However have to like cheesey 80s, 80s stuff as they play a lot of it!
More generally Clapham High Street and Northcote Road have lots of bars, restaurants and clubs close together so you can bar hop with ease. Balham has some great places like the Bedford but not the same density as you get in Clapham.
Check out designmynight and viewlondon for reviews which are usually pretty accurate.