Head to Kings Cross, has the best clubs in Sydney in my opinion and most of them will still be raging on a Sunday night. A couple of them I wouldn't recommend going to if you don't like being around a whole bunch of people fucked up on drugs (especially Bang Gang or Peppermint Lounge). Stick to the main strip unless you know where your going - I've never had a single problem there but there are some very dodgy side streets being the red light district n all. You'll often find people handing out flyers for free entry or free drinks on arrival. I really like YU, mainly coz some of my friends run it on Friday nights, but it's a pretty small venue so it's not for everyone.
Darling Harbour is good, Im not sure whats on Sunday nights there but there are a few places. Queues can get big and it can be pricey. Ive got the impression the place is filled with either under agers or older crowd.
I don't like the city club-wise, unfortunately most people out and about are fuck heads looking for trouble, but hey thats just from my experiences Im sure its possible to go out there and have a great time. Actually Opera Bar right next to the opera house is great, went there a couple of weeks ago. But I'm a Brit so I just love the view.
Not to keen on Oxford street either, but there are a lot of places and the good ones are bars. I've heard there are good clubs there, but the one or two I've been to were fucking shit. And the gay clubs are at the city end. Be warned, its a long ass street.
Hope you have a sick night out man.