 Gutsy move
The first thing you have to do is make sure you will have little or no public opposition to opening your club. Taking care of the legal issues is all well and good, but if the public learns what you are doing and decides to shut you down, you will be shut down, even if you do everything correctly.
I know this first hand. I tried to open a rec center with the help of the police, sherriff, and several churches, but was shot down by a group of old rich women who didn't want teenagers gathering in one spot at night without parental supervision. Didn't matter that the police and church was fully behind the idea. They didn't want it, they had money, so it didn't happen. THAT is going to be your real opposition: public opinion. Your second order of business, after making sure you can open the club legally, will be to make sure the public won't shut you down before you get a chance to make a profit.
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