The question is whether or not you want to stay in the country. FOr two people under 21, leaving the country is probably best, even if you don't want to drink simply because all the decent clubs and bars in the US require you to be at least 21.
I would recommend central Europe as an excellent place if you are into clubs; it has some phenomenal clubs, especially Budapest and Prague.
If you are concerned about money, you may want to look into cruises that specialize in the 18-21 crowd, that will go off shore and just cruise the ocean for a few days.