The Warehouse has some pretty good events. They're known for their bikini parties and other scandalous events. They bring in some pretty cool DJs and rock Azabu until the wee hours of the morning. There isn't much else in the neighborhood if the place isn't busy, so go on a good night. In the main room, there is an upstairs loft section which has pretty much all of the seating, and it happens to be the VIP section. So if you're not a VIP, you'd better enjoy standing until the show starts, or arrive after it's busy.
This secluded club on the way to Azabu-juuban supports great local DJs that are on the Pure circuit. Whether you're gay, straight, or just a little ghetto, there will definitely be a night for you as this club caters to everyone. It just depends on the day of the week you decide to stop by. Not too bad for private parties, either.