I'm thinking of staying in an all-men club while my wife is against it
What are your plans for the club?
Just to hang out and spend time away from home.
Marriage is important but you should also spend time with your friends. Talk to your wife about your needs and maybe she will understand.
I don't need a woman to tell me who I should hang out with and what to do.
Instead of approaching it from that angle, tell your wife that you like to hang out with your friends and spend some time away from home. She will be more understanding like that.