Mattaya, as you know, T***t requires special permission from the PSB for a visit by  foreign nationals.  Depending upon certain events, Xinjiang may or may not be closed to foreign nationals; it has been open and closed many times during the past two-or-three years; areas of national defense are also off limits to foreign nationals, etc., etc., and orphanages, etc., etc., certain charitable institutions, prisons (meaning for visits not incarcerations) are also closed to foreign nationals. 

Why would I want to go in a club run by Chinese gangsters?

You are Chinese, why would this matter? Foreigners can go any where as long as no one can tell them in English that they can't. I get away with more crap because I can choose to not understand Chinese.

WonHungLo, that is a real bravado attitude on your part.  Just ask the three Canadians and one New Zealander how valid your attitude is -- they all decided to wander onto the local military base with cameras, just for the fun of it.  After about three months in jail, in a cold, miserable Liaoning jail, and after they had to pay a huge fine, they were deported, under military escort.

There are. Plenty of neighbourhoods in Beijing are off-limits to foreigners. You may even see some with 'security tape' and a guard standing by. They are full of rowdy bars, prostitution and gambling, KTV, 'foot massage' but not for you. 

There are also Hutongs and certain neighbourhoods where foreigners are absolutely not permitted. And I've been in some and had some 'splaining to do' which in that case was (honestly) explaining I was lost and only wanted to leave asap.

And as mentioned up there ^ 

             You probably do NOT want to visit any military facility and especially taking pictures AND for that matter I suggest you do not become too eager to visit and take pictures of certain factories. 

I once, very sincerely, wanted to tour a certain factory (made a favourite product I love) and guards seemed to get VERY UPSET and agitated and wanting to know what was going on and why I was there etc. Got a little spooked actually. 

As for what happens to you? I mean you might simply get waved away. But ya.. I mean don't push your luck. 

jknox above makes good points, really so.

If you are in Xiamen, for example, be careful of what you take pictures along the bay.

There are many night clubs and hotels and even a few KTVs that do not let foreigners in because they cater to military officers or Chinese officials. There is a beautiful hotel just to the right of the Badachu tourist site, and after riding my bicycle two hours to get there, tried to check in and was refused!  They said only government officials can stay there but they make no effort to tell people this until someone goes to check in !

there are plenty of them all around china where foreigners are not allowed to get,

I was allowed in such a KTV once simply because I was a special invitee my the high authorities of my school and I was the only foreigner there, and all of them where looking at me with great surprise and somehow weird, I was very uncomfortable and I was then told my a closer Chinese guy that this place is actually not meant for foreigners. as any other country, there always places whereby foreigners are never allowed to get accees to.

there are plenty of them all around china where foreigners are not allowed to get,

I was allowed in such a KTV once simply because I was a special invitee my the high authorities of my school and I was the only foreigner there, and all of them where looking at me with great surprise and somehow weird, I was very uncomfortable and I was then told my a closer Chinese guy that this place is actually not meant for foreigners. as any other country, there always places whereby foreigners are never allowed to get accees to.