There are just sooo many places outside of Lapa and Ipanema to go to... I'm a bit tipsy right now to remember, but I will point out (and repeat) a few... try googling these:
Casa Rosa
Hideaway
(Both in Laranjeiras/Cosme Velho. Hideaway is more expensive/high end. I strongly recomend Casa Rosa. Really nice and down to earth girls there, and very varied parties. Hot on Sundays!)
Fosfobox (In Copa, one of the few clubs I'd recommend there. Very alternative / loud heavy electronica, but the quality of girls -and the price- has been rising... great drinks though!)
Mud Bug... I already mentioned it, in Copa. Close to:
Clandestino. A small club, but not that expensive... its a hostel that opens as a club... I know the promoters. Frequent parties, and on the right nights can be quite full/good.
Bar da Rampa
Bukowski
Casa da Matriz
Pista 3
Casa de Espanha (Humaitá neighbourhood)
(All in Botafogo... bit more alternative, with the occasional lost hot chick, but definetely worth checking it out. Bar da Rampa is really run down, but it is the 'trendy' place right now, with a very mixed and "chamaeleonic" crowd. Plenty of lost patricinhas on occasion. )
Espaço Marun
(Catete. Heard some good things about this place, but I haven't personally been there. More rock/alternative)
Other places worth mentioning:
Espaço Acústica: At praça Tiradentes, downtown (centro). A relatively new place, very very popular nowadays. Not the cheapest, but guaranteed to be FULL during weekends. Varied girls, leaning more to the alternative/hipster side. Many gays, meaning less competition. 10-15 min walk from Lapa.
Saloon 79: A tight and small "western style" bar, that holds live rock bands throughout the week. Might be an option during quite week nights. In Botafogo, close to Humaitá, in a somewhat less crowded street. I actually got caught there for trying to slip out without paying... but they were nice to me.
Dama de Ferro: Very alternative/artsy venue @ Ipanema - Lagoa region, 20 min walk from Copa if you reach it through Lagoa. Many gays, many alternative/artsy parties, but known for its really late after hour parties where people leave the club and go straight to the beach. Known also for having silent headphone parties where you recieve a headphone and choose your own music. Goth chicks found here.
A helpful link (a party guide in Rio, where you can be added to a party list for discounts):
http://www.listaamiga.com.br
I didn't even try mentioning Barra, as it is usually far for travelers. Just know that the clubs in Barra are of the same variety as those high end clubs in Ipanema. There is also one of these expensive clubs in Urca nowdays, close to the sugarloaf bondinho, called something like "Zozo". Popular with the rich kids, -easily- spending 100 Reais + within a night. Can't really say much about it.
Somewhat tipsy now, hope to have been of some help.
Cheers