Not really a nightclub but try Fingers in Frederick st. Basement bar/club thingy. The n/clubs about really are aimed at the younger market - and avoid Lothian Road on a Sat. night as well.
Dont know if youve been on your night out in edinburgh yet, but for youre age group probably the cavendish. but all stay together and keep your wits about yoas there are a few old letches hanging around, but if its a girlie night out you can have a great time