I would share the sentiments of all who posted answers to this interesting topic.
I've said before on these Boards how it bothers me at times that people constantly complain about New York being "dead". There are always things going on here and there still are. These days there are less choices than in the past and you have to look harder, but cool stuff is out there.
I just got back from Amsterdam and Berlin, two cities known for liberal and/or decadent nightlife scenes. Over the past couple of years Berlin in particular has been touted by many here in the U.S. as the "New York City of Europe" and the new epicenter for experimental art and club culture.
It is certainly true that you have much more freedom in those cities in terms of what you can get away with (i.e. public sex, drugs, etc) and New York certainly has lost that aspect of its nightlife. But in terms of performance, creativity and the club productions themselves .... I still think New York is better and overall has more to offer, in spite of Guiliani and everything. (btw - thanks Ted for the compliment on my little monthly party! please come back, next time I'll buy you a drink) And in any case I certainly wouldn't say those cities are BETTER than New York, no way. It was really good to get out of town and get perspective.
Also, as to goth/industrial scene in particular ... isn't there a party called Funhouse on Friday nights at Flamingo East or some other East Village venue? I heard about it a couple of months ago but have not had a chance to make it by .... might be worth checking out.