I don't live in London but I go there from time to time. I've never stayed the night (except in clubs) so I can't recommend anywhere to sleep.
The Dev is good, clubs I've only been to Slimelight I think. If the bottom floor is open then it plays goth rock stuff. Otherwise its got EBM on the floor above if thats your thing. I've heard good things about club Antichrist but I've not been there myself, I'll be going to a gig there on friday though.
A lot of stuff in Camden is expensive and the same in serveral shops. Did you hear about the fire?

I like Resurrection Records, sells CDs, of course its probably cheaper to get music from online shops.