Drinks in big cities with popular nightlife will generally cost more. It really depends on what you think is expensive. I pay much more for drinks in some bars in Shanghai than I do in the US. If you are curious, here is a website that shows you some promotional drink prices in many cities in the US. http://www.drinkprices.com/searchdrinks.html?state=NY&city=New%20York&radius=50&page=1

Are you talking about buying a nightclub to own one, or just going there and paying admission price and/or drink prices? It's rather confusing with the way you worded your question. But to answer your Q, in general, everything in NY is expensive, including the nightclubs' admission/drink prices.

unfortunately i never went to USA, so i don't know.