Opium has to be one of my fave clubs. Its pretty hidden away, opposite The Coach on Dean Street. Its around £5-15 on the door depending on the night and has just been refurbished so even more plush than before.
Its a restaurant during the day, which I have never dinned in but looks pretty nice, set 3 course is around £35 I think, and the night starts to kick off at about 10:30pm. Usually starts off with rnb mixes then into funky house from about midnight.
Drinks are usual Westend prices (£3-4 for a pint and Alco-pop, £5-8 for a cocktail) and I must say the cocktails are to die for. If your willing to risk it, ask one of the bar staff to mix something up for you and the always come up with something lush! (We've become quite friendly with them).
Always been a good night and finishes around 3am... with a subway right next door... awesome!!