well for a start you NEED ID, if you use fake Id it must be pretty good otherwise you just wont get in!
liquid rooms can be good, most of the student nights wont be what you're looking for though so that rules out city on wed/cav on sun/why not on fri, some places in the cowgate might be what you're wanting but i dont really know very much about the whole underground scene. some of the bigger clubs might do underground nights from time to time, cant remember which ones though