1. How many bars and nightclubs are there in the 10 largest US cities?
2. How many bars and nightclubs are there in the US?
3. How many new bars and nightclubs open annually in US?

Here is the approach I would use for 1 and 2:

The County Business Patterns study by the U.S. Census Bureau counts
the number of establishments by county on a NAICS basis.  NAICS is a
an updated version of the SIC classifications, each establishment is
classified by industry.

So, go to http://www.census.gov/epcd/cbp/view/cbpview.html
Select "View County, State, U.S., ZIP, or MSA Database on a NAICS
Basis (1998, 1999, and 2000)"
Select "Metro Business Patterns"
Select a large MSA, Philadelphia for example.  (MSA stands for
Metropolitan Statistical Area which is a group of counties.  For a
list of the top ten MSA's go to
http://www.census.gov/population/www/cen2000/phc-t3.html)
Go to Accommodation & food services and select "Detail".  
Industry Code 722410 Drinking Places (Alcoholic Beverages) (see
http://www.census.gov/epcd/www/naics.html) This industry comprises
establishments known as bars, taverns, nightclubs or drinking places
primarily engaged in preparing and serving alcoholic beverages for
immediate consumption. These establishments may also provide limited
food services.

So there were 1,282 Drinking Places (722410) in the Philadelphia MSA
in 1999.
If you click compare you get a list.  Here are the ten MSA's with the
largest number of Drinking Place, and the number of establishments:
Chicago, IL	1,696
New York, NY	1,506
Philadelphia, PA--NJ	1,282
Boston--Worcester--Lawrence--Lowell--Brockton, MA--NH	1,022
Los Angeles--Long Beach, CA	980
Pittsburgh, PA	905
Detroit, MI	844
Cleveland--Lorain--Elyria, OH	769
St. Louis, MO--IL	698
Milwaukee--Waukesha, WI	567

In the US there were 50,578 (in 2000). 

I'll have to think about #3.

I found an answer to #3:

Go to the U.S. Census Bureau (http://www.census.gov)
In the Subjects Index go to B for Business
(http://www.census.gov/acsd/www/sub_b.htm)
Select "--Statistics of United States Businesses (Tabulations by Size
and Metropolitan Area)" (http://www.census.gov/csd/susb/susb.htm)
Select "Births & Deaths" from the side bar
(http://www.census.gov/csd/susb/susb2.htm#godyn1)
Select 1998-99 "U.S., industries (to 4-digit NAICS)" 
You will get an Excel spreadsheet.  Find code 7224--, it starts in row
7503.
If I'm interpreting this correctly, from 1998 to 1999, 5,172 Drinking
Place establishments opened in the U.S., while 6,260 closed.

Let me know if you have questions.  If you think I answered your
question, and deserve payment, let me know and I'll see if I can
register with Google so we can make that happen.

Hi ARAN,
Thank you for your answers. They seem to be perfect, but I'll just
make sure by going into the links you gave. I'll get back to you
shortly. (how do I get back to you? through comments like this one?)

Hi again,
Checked out the data and it looks fine. You have my authorization to
receive the money. Thanks!

I just sent an e-mail to Google.  They aren't accepting new
researchers at the moment.  So I may be out of luck.  But let me see
what they say...

Yoav-ga, 

If you think you received your answer from Aran, you may want to
"expire" it and avoid getting answers that would cost you further
money. You can do it by going into "my questions" (in your profile)
and expiring the question.

Good Luck
PG.