Don't spend more than 20€ on a ticket.
Imagine the following: You stand already in the queue for 2h, and are only there half way. You could leave and go home or to some other event, but instead you feel compelled to stay, because you paid 35€ for this event. Happened to me, and the liberating feeling of being able to re-sell my ticket was awesome.
Check RA for the amount of people attending. Don't go to the top-event of the weekend, as queues will be extreme.
Always answer that you have been to the club.
Look like you belong. If planning to go to a specific club/event, maybe stakeout the venue the weekend before and take note of the style that people are wearing. Then dress the same.
Don't look like everyone. Use at least some accessories that make you feel you. This will make you more authentic.
No white sneakers. Well, often I'm proved wrong, but black boots/shoes just better fit the scene.
Always be friendly to the staff and bouncers; also wish them a great night when leaving.