Nightclubs in GTA Online are businesses included in the game as a part of the After Hours update. Any of the ten clubs can be purchased at the Maze Bank Foreclosures website.
If you are just sick of playing through too many missions and hanging out with too many people and just want to have a peaceful walk, then you can pause the story. To do this, open your cellphone and activate “Sleep Mode”. When you do this, you won’t receive any calls or any messages unless you decide to do them yourself. It’s an ignored and infamous feature that can help a lot while freeroaming.