I just got done staying at the Fontainbleu and went out to live one of the nights we were there. So I think I understand what your looking for.
In Munich I dont't believe there are any large clubs of (live) caliber. In my opinion the best club I went to in Munich was P7. The people are somewhat snooty and it aint easy getting in the door but once we did I was more impressed it than others I've been to in Munich.
I've never been to Berlin but I'm on my way there at the end of the month so if you find something out let me know.
Been to Prague twice and cant remember any of the places by name. What I can say is that you'll have an easier time finding large style clubs in Prague than in Munich. It will also be cheaper in Prague.