I agree with NY Central Park first, then San Francisco - both add that 6th course - the caviar at 6pm.
Cancun was my third choice - was supposed to be there Christmas week, but it is not to be. Going to Grand Cayman to check out the club level there, which hopefully will be ready.
In my book of most disappointing club is St. Thomas. Stayed there when it first opened and it was great. They even brought out the Cristal on NY's eve. Went back a year later and the food was downscale, and they were serving domestic "champagne" (not even the Ritz Champagne). Very disappointing - they admitted they had gone downscale, but made no apologies, and I have not returned.