Going clubbing this spring...advice?

So, I haven't really been to any clubs since i have turned 21, except strip club lol. Im coming to phoenix in March for spring break again and My friend is also coming.
We want to go club hopping while we are there. However, I dont want to feel insecure wherever we end up going. She is kind of chubby, but proportioned...im a bit smaller than her and also proportioned...so we want to go somewhere that we will feel accepted and not fat and ugly lol. any suggestions?
Also, any suggestions and what we should wear? Im sure the club scene here is way different than it is in phoenix.The first 2 are of me (the blonde) the last is my friend (in the purple) Im in the last one also, blonde hair, black and white shirt
http://i11.photobucket.com/albums/a189/b...
http://i11.photobucket.com/albums/a189/b...
http://i11.photobucket.com/albums/a189/b...

and im not wearing my halloween costume out. duh. That was the only body pic I have.
I dont care what other people think, I just dont want my night to be ruined by people giving dirty look or whispers.
I have a good personality so im sure everyone will be friendly. I just wasnt sure what I would wear to a club in phoenix...being a little chubby lol... and fit in with what is "normal" there.

You guys are Hot!
Either go to Mill Ave. in Tempe or down town Scottsdale. The Tempe crowd is a little more casual being college town, but Scottsdale can have casual bars and really upscale ones to. The Sand Bar and Dos Gringos are cool places to hang out before the club, especially with the weather right now. Axis Radius is a pretty popular club in Scottsdale.

Oh yeah! Great costume. My pants are on fire! come put them out for me you fireman lady person.......LOL Report It

Just wear what you are most comfortable in wearing. Who care what other people think what matters is what you and your friend think.

Don't go out dressed like that you might get raped.