As for gay nightclubs, gay cycling groups, etc - yes, it would be nice if there was no need for them, but sometimes it is just really nice to know that you can be totally open and not have to worry about peoples attitudes! Because, unlike being straight you do have to constantly consider if people are going to be ok if you come out to them. In fact, it's hard work constantly having to weigh it up anyway. If you are straight, you can just mention your partner without having to think about avoiding pronouns in case you get a funny reaction. If you are gay, you can't. For example, me and my partner are both members of the same cycling club, most people in there are quite a lot older than us, and we've never come out to them, just because it's not worth it. To be honest, most of them would probably be perfectly fine, but the risk of funny reactions is just not worth it. They think we are friends, some probably suspect, but we haven't made it official. Also, it's one of those things where you just know that everybody is going to gossip about it behind your back for a bit, till it all calms down again and to be quite honest, you get to a point where you just can't be bothered.
As somebody above said, coming out is a continuing process, you have to do it over and over again, and sometimes it does get a bit tedious. Even if people are ok about it, you still get asked the same questions over and over again. This is where exclusively gay clubs, etc just give a welcome respite. Also, for a lot of people who are struggling to come to terms with their sexuality, it's a safe place to talk about their experiences to others who've been through the same stuff and come out at the other end...
Oops, that turned into a bit of a long post...
One day, I'm going to buy a cottage in a small village and become its idiot!