There was a recent thread about this very subject. You should try and track it down as it had a lot of excellent comments. A bunch of friends and I went to a place called Rasputin. The atmosphere was very lively. People were having a great time. There was food and drink galore. Since the term, "Over the top expensive" is a relative, term, I cannot comment as to what you would consider costly. I also don't know what you mean by "random entertainment' They have a night club quality show. It's definitely an experience worth trying. I have not been to Cafe Primorski, but it has been mentioned favorably in other postings.
Have a great time!
I have been to Rasputin night club many times. I think the food is very good and they have very good shows. It is a great night out. It will cost you between$100 to $125 per person but it is well worth it. I have Russian people living in my building and they tell me Rasputin is still the best in Brighton.