Back in 2004 or 2005, the Las Vegas club Light received some publicity for denying admission to Shaquille O'Neil because he was wearing a sweatsuit, a clear violation of their dress code. I remember thinking it was ridiculous for Light (now called Bank, keeping with the trend of one word names for Las Vegas clubs) to keep Shaq Diesel out for any reason. Hell, the man was and is a 7'2", 340 lb. party. Last summer he delighted a club crowd with a freestyle rap that included the infamous refrain "Hey Kobe, how's my ass taste?" That's entertainment!
Hindsight being 20/20 and all, it appears those Las Vegas clubs were/are right for enforcing those strict dress codes, although the reason has nothing to do with Shaq personally.
Last week, New York Giants receiver Plaxico Burress accidentally shot himself in the leg at a NYC nightclub. He had a gun hidden IN HIS SWEATPANTS and it either fell out and discharged or went off when he was reaching for it to pistol-whip a fool, I don't know. Either way, he probably wouldn't have had room for the gun had he been wearing a pair of $150 jeans so popular amongst clubbing douchebags. If this club in New York City had a dress code that was enforced on everyone, regardless of local sports stature, Plaxico would still be getting his enormous paycheck.
In short, if you're a famous athlete, it's better to party at a place that treats you like everyone else. Don't worry, there will still be gold diggers and hangers-on once you get inside.