All of the nightlife is in downtown... lol
Use to spend ridculous amounts of time at First Ave and it's a very mixed crowd.. If you're looking for hip hop go to Quest and if you're interested in dress code required, South Beach. (I know, a club called South Beach in Minnesota)
Otherwise, if you're looking for the younger college crowd (18-23) Barney's Underground is probably your best bet... It's packed though... The Mall of America is about 15-20 mins from downtown.
Have fun...