For its good electronic music and its very underground vibe. Zukunft (called Zuki amongst locals) is always packed and you're always sure to have a good time if you go there. Finding its entrance will be tricky, but once you do, get in.
To get an idea of the true underground vibe of Zürich and its nightlife, or just to have a great night. Zukunft also has a bar upstairs, called Bar3000 (open before the club opens at midnight) which one of the widest beer selections in Zürich. If you like techno, a must do.
Don't arrive too drunk, and if possible accompanied, it'll be easier to get in. Prices from free to 25CHF.