So long as you have your Qatari ID card or your passport, you should be able to get into most places. If you don't yet have your residency permit, you won't have your ID card and so will need to take your passport to show you entered the country legally (it's a way for CID to track who goes into bars)

As for dancing, there are people better informed than I am - have friends who go to the Harp, Qube, etc. usually on Thursdays and Fridays.
Signature line > "You can't fix stupid"