If you're not constantly adjusting, I don't think you're doing it right.
At the moment, there are four clubs in my immediate area: Three I'll visit semi-regularly, but one I'll only visit under certain circumstances. Which one of the three I'll visit depends on a number of factors: What part of town I'm in, dollars and time available, what I'm in the mood for, etc.
Also, I have two clubs across state lines I'll visit if I know I have a free night or am passing through that way. Similar factors on those clubs. Generally speaking, if one fails me one trip, I'll try another the next trip.
I do occasionally travel further. I'll check the reviews here. If it seems like there's potential, or the chance for more mileage than I get locally, I'll give it a shot, or if I had a good experience at a place before. But not always.
The fun, for me, lies in variety, mainly in terms of girls but also in a much smaller way with club styles and locations. So yeah, change it up, always.