Hey there James,
I think you should go with friends (which I presume you probably are) and relax and take it all in.
I'm not much of a bar person, but its fun when I go out. Wear what you are most comfortable wearing, wear what makes you feel good, feel confident and just go and enjoy. I'd encourage you to go to a generic club, what to wear and drink depends on what club you might be going to. Most are really not much different than a regular straight club.
If I were in Dallas and out on the scene, I would observe general rules. Stay with your friends, keep your drink in front of you, don't get smashed and just stay cool. Have fun!