Welcome to Flyertalk. I have been to variety of places in Europe. Many have fabulous parties on days other than Friday and Saturday. London has a strong scene as well as Barcelona. For London, qxmag.com will provide you with a daily listing.
For example, XXL in London is for larger men and their admirers has parties on Wednesday and Saturdays. I avoided going for several years because I am not attracted to the crowd. It is an attitude-free zone and ALL types of people go -great music and great fun.
A lot of the pubs have cabarets throughout the week. Cabarets are basically fantastic drag performers and many of them have national followings and some bars draw several hundred people.
Depending on your interests in London, G.A.Y. has major parties several nights a week. Thorough out the major cities, there are club nights that are once a week parties. Heaven is another party place in London with different themes each night of the week.
So, for London I have given up dance parties, cabarets, and even there is a lot more.
Go to
www.timeout.com and find your favorite city and hit the gay/lesbian link.
My suggestions is to buy a Spartucus Gay Travel Gay. You can get them for about half price on amazon.con. It covers the world - lodging, bars, clubs, cafes, etc.
I have also found that by doing a google search ie gay Lisbon or put in the city will give a world of information.
During the summer, the city resort cities are happening. I have spent several summers in Sitges, Spain. It's only a 30 minute train ride outside of Barcelona which has a strong party scene.
I have noticed in the past few years, the bear scene has mushroomed there and in some places these are the happening parties in Europe. Don't let the label turn you off, I am not a bear and I have been surprised how mixed some of these parties are.
Good luck