Which is the best way to get around Milan?

I'd say a combination of Metro and Taxi. ZooLatino is almost in Monza. The closes train station/Metro station is Sesto San Giovanni/Sesto 1st Maggio. So going, you can take a suburban train or Metro and take a taxi for the last mile to the club. If it is like most clubs, it will be open long after the trains and Metro stop running around midnight, so a taxi home would be in order.
The inner part of Milan is a ZTL, a special permit is required to operate a motor vehicle without racking up fines. The ZTL is basically the circle inside the Viale's, and robocams will pick up your license plates and send you a nice souvenir of Milan months after you return home. The car rental agency will also zing your credit card for the trouble of helping the authorities track you down. Oh, you'll need an International drivers license to rent a car in Italy. Personally, I would never dream of driving in Milan. Too easy to get around on public transit.
Buy Metro passes at a Tabac. Scamsters stake out the vending machines at busy stations and will "help" you buy your tickets.

Renting a car to get around Milan would be like renting a car to get around Manhattan: an expensive and useless hassle.

Use trains, subways, tramways, buses, taxicabs. Milan has an extensive network of all of the above.

Roberto and Sam, thank you for the comments! They are really helpful to me :)

I will be in Milan for few days in May. Sam, What is Tabac?

I'm not Sam, but I'll venture --- tobacco shop.

You can also buy metro and bus tickets at newsstands. There are several along the
city streets.

In Italy, the tabac sign will say "Tabacchi" and there may be an old-fasioned hanging sign in black with a big "T" in white.