Missitalia, do your friends like to dance when they go to the clubs or do they just sit there and drink themselves silly? Do you like to dance? One of my friends from university doesn't drink either, but she loves do dance so we would often go out. She would just drink non-alcoholic beverages and we'd spend lots of time on the dance floor and have a great time.
Also, would your friends be willing to go out to restaurants that aren't steakhouses? You could always suggest a different restaurant. There are usually plenty of good restaurants out there with a varied menu that would have something good for everyone.
I know what you mean about feeling left out sometimes as I often feel the same way. Making friends isn't easy for me so that probably doesn't help. I'm also a childfree woman with ferrets who likes to play billiards; not the most usual combination! :) Like you, I also love to read, go to the beach and the theatre and I do yoga regularly.
Gogirl and Gaynor's suggestions about finding like-minded people are good ones. It's definitely challenging, but getting out there and finding groups that do things you enjoy can't hurt!