i'm thinking of opening a bar/nightclub. so which comes first, finding a location/signing a lease OR starting to file for permits and licenses?

First comes developing a businessplan that shows your idea is viable, if it's not, it's much better to find out on paper before you're locked into a lease, overhead and debt.

Assuming your businessplan shows it stands a chance of success, the license & permitting process will probably have to be done simultaneously with finding a location because when it comes to liquior law many times those licenses are restricted either to certain areas, or from certain areas...you'll have to check with your local licensing officials.
Good luck,
Denny