While I can't speak in comparison Sydney, I'm going to disagree with Puck here. I've seen the scenes in L.A., Chicago, New York, Seattle and Toronto and what Vancouver has to offer is as good as or better than anything I've seen in North America. We do lack really small clubs that can afford to be alt 7-days a week, but you cant' find that in New York anymore either. There are obstensively goth events every Sunday, Thursday, most Saturdays (excepting the rare month with 5 Saturdays, in which case the 4th one is dead) and goth-friendly events Mondays and Tuesdays. Friday is the only day that doesn't have a goth event although there is an electronica night that those on the EBM end of the spectrum tend to frequent.
The general leaning of the scene is toward the dancier, thumpier stuff - both EBM and industrial, which dominates at the weekly Sunday event, although there is now a second room that is up for grabs for novice DJ's and can vary radically from week to week (or even within the same night). The Thursday events and Malfunction Saturdays have more an 80's bent and often deviate into the realm of New Wave, Britpop, and the like. The Saturday Sin City events can be a real music grab-bag but because there is a significant goth contingent that has attended regularly and the promoters being lynchpins of the goth scene there is a decidedly goth character to the event.
There is very little of the cliquiness (but I won't say "none") that happens in the California clubs. You'll find people quite approacable, and weirdly enough that goes double for Sin City. Puck's observation that the regulars all know eachother is accurate, especially for those of us that have been around for years decades. Personally I don't see that as a shortcoming (although occasionally familiarity does breed contempt) but more of a testiment to the general lack of the sort of hard-core clique-behavior I've seen in other cities.
While there is a definite short-coming if you are used to club-hopping because the clubs here tend to be too large to support more than one non-mainstream event per night (the exeption being the two small-scale nights on Thursdays), the clubs themselves compare favourably to what I've seen elsewhere. Club 23 West has a manky, old-school, CBGB's sort of feel, especially when it is packed. The Red Room reminds me a bit of Stigmata/Helter-Skelter crossed with New York's Alchemy, Richard's on Richards compares well (albeit not as ornate) with Chicago's Metro.
There is always room for improvement, of course, but we've got a pretty damn good scene here.