For a one off night out, then i'd definately say 5th Ave!!! You'l never forget your first few experiences in 5th ave, especially if you go midweek when drinks are cheap. The first few times i went i was amazed by the quality of the music, but you'll soon find that the stone (****ING) roses, oasis, smiths, red hot chilli peppers etc set list they play, is pretty much the same EVERY SINGLE TIME. That can get annoying. I'm sure everyone who has been there though has had one of their best nights out there. (I never understand why, at the weekend though they play about 4-5 dance songs half way through the night that the vast majority don't like)
42nd street is fairly similar, it plays slightly better (variety) of music. I'm never too keen on the venue though. Long and thinnish with over zealous bouncers.
I've only been to the brickhouse once, on a friday night. I seem to remember it being a nightmare to get served at the bar and when you do get served, its a bit pricey. Wassn't keen on that venue either. I think they were going for the "industrial look". I don't think it worked.
For bars before hand... i like scubar, the overdraught above 5th ave is good (and v. cheap midweek), student unions (both on oxford road and old umist campus are good). Bars in the printworks are pretty good too, though tend to be pricey. But essentially, theres bars EVERYWHERE!!! It just depends what attributes you like
PS: For food atthe end of the night, from bbc area, BABYLON is the ooooooooonly place to go. Delicious.