Believe it or not, there are a lot of bisexual clubs that are more than likely in your area. You will find that just like gay or straight clubs, they are out there. They may be a little harder to find but they can be great once you have been able to actually find one for yourself.
Online
The best thing for you to do is to go online and try to find information on any nearby bisexual clubs. This is something that can be somewhat tricky as not all of them are open about the type of sexual orientation that these people that go there has. Try to find message boards on the subject so that you can get a good idea about where you can go for this.
Compromise
You may find that your best bet is to have the best of both worlds. If you cannot find any sexual clubs in your area, then simply spend one night at a gay club and go to a straight club the next night. It can be frustrating to have to go back and forth to get the best of both worlds but you can still have a lot of fun doing it.
Word Of Mouth
If you know any other bisexuals, then simply ask around. You may find that they know of a place. Usually, whenever you are wondering where people that are interested in the same things as you, hang out, you should look to your friends for this.