Like its sister The Ivy, The Establishment is a nightlife complex, though I personally think its the grander of the two venues. That's due in no short measure to its setting in a grand Victorian building. The entrance to the club, a massive and high ceilinged railroad-car of a room, is downright splendid, with Corinthian columns, a lengthy bar down the length of the room, and bulbous modern chandeliers dimly lighting it all. Tuesday nights is latin night, and the place throbs with sensuality and couples make their sinuous way around the floor. Upstairs is a nearly-as-sexy wine bar, a fab Chinese restaurant (Mr. Wong's; it has terrific cocktails), and outdoor lounge and two other chic restaurants.