You are at a nightclub talking to a girl with a shaved head. The club is either Heartbreak or the Lizard Lounge. All might become clear if you could just slip into the bathroom and do a little more Bolivian Marching Powder. Then again, it might not. So begins our nameless hero's trawl through the brightly lit streets of Manhattan, sampling all this wonderland has to offer yet suspecting that tomorrow's hangover may be caused by more than simple excess. ''Bright Lights, Big City'' is an acclaimed classic which marked Jay McInerney as one of the major writers of our time.