You can sneak those tiny bottles of booze somewhere OR drink before you get in. Like others mentioned. I've always drank right before going into a club. It's the best thing to do.
I always had someone of age who would help me out. Depending on where you go it can be quite easy to mask your age.
Buy Everclear (98% ethanol, legal in Idaho but not many other states). Sneek it in a very small bottle.