Agree wholeheartedly on Steamworks in Chicago (Berkeley is good too), Club in Ft. Lauderdale (tho sometimes can be a bit of attitude), Thermos day in Amsterdam, Chariots Shoreditch in London, Babylon in Bangkok (if you like Asians/Thais).
Went to a great one in Vienna, can't remember the name.
Oh, and there's also Mandalay Bay in Las Vegas