After replying to someone I noticed that a lot of people were asking the same question. So I'm creating a new post for it. I plan to keep editing this and If someone knows how to make it sticky please inbox me.
There are lots of club around Leicester Square and Piccadilly. You probably won't get in if you're a group of guys, but there's a way around it. Call the club's numbers and get yourself on the guestlist. Getting on the guestlist is free! But you still have to pay for entry.
Here are some good clubs:
Zoo Bar: 02078394188
Bar Rhumba: 02072876933
Penthouse: 020773340900
Piccadilly Institute: 02072878008
Ruby Blue: 02072878050
If you're on the guestlist its major DHV. You can tell girls you're on it they'll want to come in with you because you don't have to wait in line. Plus people will see you going into the club with those girls.
To pick up girls I just dance, get IOI's move in and the rest is MM, but it's up to you.
As for where to do it

, I usually get a taxi back home but if you drive you're lucky.
My mate used to be a bouncer and he says some of the most successful guys at picking up club girls wake up 2am. They arrive at the club at around 2.30 or 3ish then they wait for the girls to come out and they introduce themselves. No money for entry, no drinks, no waiting in the q.
Credit to LesterPUA for the following : Zoo bar can be packed on friday and saturday nights. but the ladies are HB9 AND 10'S. yea dance game is gooooood. You get girls checkin you after you dance like theres no tomorrow, then u can move in