I'm pretty sure it's illegal to discriminate in most cities, it's just that most guys choose not to bitch and moan about it. Most guys I know bring extra cash to a club because 1) they're guys, 2) they might see a girl and offer to buy her a drink, and 3) they know they won't get free drinks because of 1).
Somebody complained about it in Honolulu last year too:
http://starbulletin.com/2003/10/30/news/story6.html
The article mentions my favorite watering hole, Oceans -- where Tuesday night is "Everybody's Ladies' Night" because "it's not your fault you were born a man".
But hey, I guess if he wants to bitch about a $5 cover charge and be an el cheapo, then so be it.