Before I got injured last year I did almost all of my salsa dancing at clubs, save for an occasional social in a rented out studio space. That said, as more and more people dance on "teams" I definitely see a larger and larger percentage who spend far more time dancing in studios than in clubs.
I dance Salsa at my studio. The teachers often make us clump together like in a crowded club setting so we can learn to dance that way. I'm a bit too young for a club, though.