The thing about sound is it hates to go to mediums with different densities and sound prefers mediums with high density. When sonar from a ship goes active and pings a submarine the sound does not bounce off the hull of the ship it bounces off of the air in the ship. Sound that goes through the air and hits a fish tank will not penetrate as much. Sound that originates in water tends to transmit very well, that is why whales can talk to each other even if they are miles and miles apart. I would imagine that the noise in a club would not affect a tank as much as you would think. If the bass was loud enough and the tank close enough then yeah the sound will enter the water readily. What I would think would make the largest difference is sound that is aborbed by the stand from the floor to the tank, a rubber mat would do wonders for dampening the sound from the floor/stand to the tank.
Plenums and ultra deep sand beds > all other setups!