How about organizing something different? Barbecue at a community park with horsehoe pits, plan a day outing for river tubing, a day at the beach, an outdoor concert, an indoor concert, camping at a campsite, charter fishing, go see the Blue Man Group, do a spa day, go whale watching, parasailing - there are tons of things to do at 21.
Hell, you can do them when you're 71!
I don't know how much money "clubbing" is today, but I can bet the above options are no more expensive than a night out sucking down shots and drinks and who knows what else.
Happy Birthday! Celebrate well.