So much misinformation above...
If you enjoy clubbing/drinking then move out for Uni. When people talk about the "Uni experience" of living in halls, they're referring to the sweaty moshpits of drunk students in cramped bars/clubs. If that appeals to you, then move out.
If you don't enjoy clubbing/drinking then stay at home. People will say "you won't make friends" or "you will miss out on the experience"; both of which are untrue. You can still join socieities and make friends through your courses.