Luckily, some of the city's finest underground clubs are taking no heed of this generally accepted rule and there are some great nights lined up for this weekend.
Paisley's den of sweaty and illicit electro, Club 69, is, without any irony, the place to be.
Monthly night Blink kicks off tomorrow with local techno talent Kenny Marshall on loan from DC69. He's joined by resident Nino, and Johnny Whyte, who'll be making his first appearance at the club, and house maestros Alias and Andy Lyon from Maneuver.
Saturday sees the return of veritable legends Slam to the tiny basement venue, which is incongruously hidden underneath an Indian restaurant. They're more used to headlining The Arches or their own Slam Tent at T in the Park but as all arena-slaying acts attest, it's always pleasurable and perhaps more rewarding to scale down and get intimate in a smaller room.
Warming up will be the two Andys – Cumming and McQuade – and rising star Lindsay Green makes her Seasons debut, bringing along her deep, organic techno stylings.
l Blink, Club 69, 40 New Sneddon Street, Paisley, tomorrow, 11pm-3am, £6
l Seasons, Club 69, Saturday, 11pm-3am, £9.
SLAM aren't the only legends in action this weekend. Highlife, the excellent, globally influenced dance club welcomes JD Twitch of Optimo for a special set that promises to be even more obscure and eclectic than usual.
What must be understood is that Highlife isn't a "World Music" club, with all the Tinariwen and Femi Kuti connotations that genre brings. Instead, it's all about the global reach of Western dance styles, and music from across the globe that's influenced by them.
Auntie Flo, of Huntleys & Palmers Audio Club, provides support on the night, which also marks Highlife's graduation of sorts from the La Cheetah venue, where it has flourished, to The Sub Club.
While sightings of Optimo are hardly rare, it's nonetheless uncommon to see one of them in a venue as small as La Cheetah, which should make for a pretty special night.
It's also probably the only club in Glasgow this week where you will hear unreleased Nigerian funk, Latin American cumbia and Afrobeat remixes all in one set – although it would be nice to be proven wrong.
l Highlife's Brave New World, La Cheetah, 73 Queen Street, Saturday, 11pm-3am, £5.
2012 probably won't be the year when 'industrial noise rock' breaks into the mainstream, but on the off chance that it is, get down to Bar Bloc so you can say "I was there first!".
Playing live are Top Dollar, a supergroup comprised of members of Take A Worm For A Walk Week, and the crushingly loud Holy Mountain, who were featured on these very pages back when they played at Detour's Wee Jaunt. Their one song on Facebook would suggest they're more scuzzy, lo-fi American-influenced garage rock, but it remains to be seen what kind of dazzling noise they can produce. One thing is for sure: your eardrums will not thank you for going, but the rest of you almost certainly will.
Deathkill 4000, Bar Bloc, 117 Bath Street, Saturday, 10pm-3am. Free