Depends on what kind of guy you are going after and how confident the guys in the club are. You really do not want to pick up guys in a club though. They only have one thing on their mind.
I like my girlfriend because I tend to prefer dresses and skirts on girls and she does but..if you feel more comfortable wearing jeans or whatever then go ahead and do it.
Shoes will not matter. If you like to dance then I suggest some sort of sandal or something like that so you can just kick off. If you do not like dancing (ha!, a girl not liking to dance, yeah right) then just wear the heels. Most guys are attracted to them regardless of the guy.