When I went on the Conquest, everyone was always in the club, but we were always just sitting around lounging and stuff. Make sure to go to the thing on the 1st night, and just kinda mingle and go up to a bunch of people and talk. It will make it so much more enjoyable. Don't be shy, because everyone is doing the same thing you are.... looking for more friends.
If you like to dance, the club can be fun. It was the best on the last day, like they played the best music, but it is just a matter of preferences. There was a teen karoke thing one night, and it was funny to watch everyone have a good time with that. Anyways, enjoy.