What to wear to a gig at a club in winter?

im going to see my favourite band play at a club tomorrow night and i have no idea what to wear! its winter so i cant just wear a singlet but i dont want to be carrying a jumper round with me all night when i want to be dancing. any ideas on what i should wear?? i have never been to a club before so any tips like if i should bring a bag or not would be great! xo.