Oh, I didn't make myself clear.
I don't have any issues going alone. When I lived in NYC, I went dancing almost every week and while I knew many people at the club, I often went alone and back. I do like going alone for many of the reasons you listed although with my friends and drinking, it would be holding their head above the toilet rather than preventing a fight.
The main reasons I only go a few times a year are because I live in the suburbs and don't drive, so when I go, my husband drives me and then hangs around in the city waiting for me. Right now, none of his friends live nearby either so it's not like he can hang out with them; and because unlike in NYC, the only regular club nights for the main music I like to dance to (New Wave, Gothic, and Industrial) are on the weeknights with some once a month clubs. (I like other dance music but am not familiar enough with bands, etc. to know which clubs to go to.) And since I teach during the week, staying out until 3 am is not an option.
If I'm ever in Amsterdam again (was once in 1996), I'll look you up and we can go kick up our heels together!