Last Update: Jan 2016. I had a lot of fun at Cuvée, one of Penang's best clubs. The place is super upmarket and there's always bottles and bottles of champagne being popped all night. Another decent nightlife option in Penang is Soju Room, and if you're a fan of soju I recommend you get drunk here. The Press is worth a try, although avoid it during weeknights as it can be a bit quiet.