Assalamu alaikum!
Perhaps this is one of the most difficult questions I have come across. The reason being, how can one recommend ONE way of life to SO MANY different people whose priorities might hugely differ? In other words, it would be hard to persuade them without knowing what their priorities are.
However, in general, I would mention the following few points:
-Alcohol and clubbing won't solve their problems, but increase them such as financial issues, getting into fight with friends or others, doing something that one might regret once conscious and there is the risk of damaging one's own health and straining the relationship with friends and family.
-One can still be a muslim and entertain onself, but obviously there will be some rules to observe
- You can discuss with them what part of their lifestyle they can not do without. If it is something that does not go against the teachings of Islam, then there is no problem. If it does, then you could suggest what alternatives are there for them as a Muslim.
Most importantly, you can start by asking them what is the purpose and meaning of their lives and what they want from it. If they are willing to ponder on such questions, it would be inevitable to get serious about life and if Allah wills, may look into Islam and accept it.
Remind them of the purpose of life. 
