There are a lot of clubs in Cabo. It's notable for spring break. I went one year for spring break and it was quite fun. I went to this one club a lot, Cabo Wabo Cantina, which is owned by rock star Sammy Hagar. It's hands down the best club for music around.
Pink Kitty!!! Baja Junkie!!!! Most places don't have cover - it's not a huge club scene like Cancun. And ladies night is AWESOME... girls get to drink for free :)
During my last trip to Cabo I went to the Nowhere Bar and it was ladies night. Very crowded which is a good thing it's very sad to go to a club and be the only one there :)