I've read that piece of advice here and there, but it doesn't get emphasized enough. If you go to a club on a popular night, several factors work against you making progress:
1) There's a lot more for a girl to choose from, in absolute terms, so she is less likely to pair up with any particular desirable guy to dance, talk, and so on. She may feel that she can do better if she waits, or she may become paralyzed from analyzing too many guys at the same time. Even if she does allow you in, she will flake sooner, lest she be occupied when there are so many other guys still out there to analyze. "The paradox of choice."
2) There are proportionally -- and therefore absolutely -- more creeps who show up on the popular night, as they prefer large crowds. Girls sense this and become more nervous and guarded, the opposite state-of-mind that you want them to be in. You might think it would work to your advantage since you stand out more amidst a sea of losers, but if the girl gets pestered so much, she is more in survival mode than relax-and-have-fun mode.
3) It's just harder for girls to see how great you are. Whether you're standing out by the way you dress, by your relaxed body language, by being surrounded by beautiful girls, or by any other way, this visual signal degrades more when it has to push through a mass of bodies to reach a girl's eye.
4) With so many eyes on them, the prettier girls will get sucked into attention whore mode. On an off-night, they cannot drink from a bottomless fount of free attention, so they're more willing to interact with strangers.
The only time it's worth going to a place at a popular time is if you've already got a girl and are going on a date. It is also worth doing when you first start working on your Game, just to get lots of practice approaching strangers -- and getting rejected. Otherwise, go when it's not so crowded.
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To provide a concrete example, last Friday -- the off-night for the teen dance club -- I got a really good response from a great girl, got freaked from in front and behind by two pairs of girls (in each case, one being hot and the other being plain), and had a thick (non-fat) Black girl back it up and work it around.
The next night, I foolishly went back, even though I knew from previous experience that it was the wrong night to go. I just thought I was on somewhat of a roll, why not keep it going and at least get a make-out. * As it happened, that girl who I met the night before was there, but after giving me a warm welcome, said "I'll find you later, just stay around here," albeit in a friendly tone. Fuck that, I don't wait around for a girl.
Much later on, she sat down near me and tried to engage me in conversation, smiling, but I couldn't hear her well and she didn't want to move close (we were sitting in chairs outside), so I basically blew her off. If I didn't know that I'll see her again this Friday, I might have indulged her attention-whoring a bit, but if we're both regulars, it's better to protect my reputation as someone who doesn't cling to girls.
It wasn't a total disaster, though, as I also met the caramel-skinned Bostonian with a phatty who decisively ruined me a month ago. She approached, backed it up almost into me but left just enough room to make me chase her big ass, then worked it around and dropped it like it's hot. I got a good look at her face outside while cooling off, and she's quite exotic and pretty too. Still, she only grinded on me for half a song and moved on without speaking, as opposed to the first time when she pulled me aside, worked me over for an entire song, and spoke with me afterwards. The only difference was going on an off-night vs. a popular night, but that changes everything about a girl's mindset. Don't make the same mistake I did.
* Yeah, I could've gone to another place where some cougar would've let me have my way with her, but teenage flesh just feels better. When I gave older women a chance, I went to the 30-something club on Saturday night when it was packed, and I still got mobbed. I'm afraid of what would happen if I went there during an off-night -- probably something I would regret.