Nikki beach is a great place to go on sunday night. If you are going with a few people get a cabana and a bottle. Talk with Wilford. Usually pretty slow fri/sat night unless they are having a party.
Sky bar, Amica, purdy lounge (not a lot of tourists) in S. beach are pretty good. If you like to stay out all night I recomend Club Space on a sat night. They don't close until 2pm the next day.
http://www.clubspace.com/ Nocturnal (right next to space) is good thurs -friday nights.