Usually you need to be a "member" of one club or another, common ones for tickets are O2 Blueroom, Planet Rock and <another I can't remember at the moment>.
These clubs are, generally of zero value other than if there is a 'must goto' concert for you and you know the tickets will sell out quickly. You are NOT guranteed a ticket, but I have found I can usually get the tickets I want through these clubs and don't have to worry about sitting at the keyboard at 09:00 on a Friday (the day concert tickets usually go on sale).
The cynical will say it is so they can say "X sold out in 5 minutes of tickets going on sale" as the pre-sales don't count!
