I also like to know what interesting night events available in the red light district in Shinjuku too. Really want to see different things that I can't see in North America.
Well, you can see a LOT in North America if you know where to look (read: Tijuana).
Kabuki-cho is a pretty nutty place. Aside from the porn industry, which is pretty much every other store, there's always a ton of people there, some great food places, arcades, bars, hostess clubs, and shopping areas. I ran into some seedy people who led me into even seedier upstairs shops, but since my best bud was white, we were denied entry to a few of them..."nihonjin dake, gaijin ha dame."
I went to a hostess club one night, since the 3000 yen for all you can drink with no time limit seemed like a decent deal for a place with "entertainment." It was a gaijin bar, so there was a bunch of random international girls working there, and we actually got to speak English. I befriended a Filipino girl and we corresponded via keitai for the next few months or so, but we spent so much money on their drinks and didn't really want to engage in the "side activities" that it really wasn't worth it. Great memories of being drunk with random girls though.
It's also in Kabuki-cho that I had my first encounter with yakuza and the first time I saw the...interesting wares that certain Japanese males buy. Eww.
As far as clubbing goes, never pay full price. Foreigners can often get discounts, especially if you have girls negotiate for you. Places like Lexington Queen in Roppongi charge RIDICULOUS amounts of money just to get in (I recall being asked for 5000 for all night drinking on a saturday), and don't necessarily have the greatest facilities. We got 2500 yen off per person just because we were in a big group and ASKED. This also worked at Harlem and GasPanic. Bar hopping in Roppongi is also a good way to avoid cover fees, with the building right next to TGIF's having multiple floors of cover-free bars with lots of dance room. My favorite was always Bar Isn't It. HUGE dance area, 2 drinks with admission, decent music, and tons of people. The drinks are stiff, and if you're sneaky you can keep using your vouchers over and over again for the whole night. I still recommend sidewalk drinking, but this is an ok alternative for the slightly less ghetto.