Madrid's lesbian and gay scene is so huge, diverse and well-established that it's easy to forget just how much - and how fast - it has grown over the last few years. As a result of all this high-profile activity, straight Madrileños (young and old alike) tend to not even notice anymore.
The main gay organization in Madrid is Coordinadora Gay de Madrid, c/Fuencarral 37 (Mon-Fri 5-9pm, Aug from 7pm; tel 91 522 45 17; Métro: Chueca), which can give information on health, leisure and gay rights.
Dance clubs are a little more spread out than the bars and cafes - one is a good 20 minutes by car, in Fuenlabrada! Almost all the clubs in Madrid (whether they're hosting traditional midnight-6 a.m. dance sessions or after-hours events) distribute flyers around the city that will either get you in for free (before a certain time) or reduce your price by a few Euros at the door until they close. Keep an eye out for the flyer-boys (especially around the Chueca district or th egay book stores). Keep in mind that every admission fee comes with a free drink pass (consumiciňn), so don't throw out what you might mistake for a ticket stub if you pay to get in!
Most places don't enforce a particularly strict dress code, but leave your white sneakers and sweats for the gym, not the club. You won't have any problems wearing jeans and an Ambercrombie t-shirt, but be aware that clubbers in Madrid dress up, not down. The level of dress even warrants its own definition:
Pijo: (fem. pija) noun/adjective
A Spanish yuppie, no fixed age implied but more often that not, late teens to early thirties, expensive and generally poor taste, nouveau riche, often seen driving "daddy's" car, strange manner of speaking that involves distorting and extending all vowel sounds until they can't be distinguished from one another, like super-British slang.