Well where are you staying? If you are staying at one of the big party hotels/condos like the Summit or Holiday Inn then you will have a blast because the party is right at where you are staying. Otherwise at night, La Vela, Spinnaker, and Hammerhead Fred's are always packed with people. The cover is just crazy expensive every night. You can always buy the club card which gets you free into clubs on various nights (Ex: It will say get in free at Spinnaker on Tues from 7-9pm), but the lines are crazy long because everyone is trying to get in with those cards. Literally we waited over an hour once to get into a club just to decide to leave before we got in.
Honestly though, the most fun times are on the beach during the day. If you are anywhere close to the Summit Condos, walk over to their beach. That is where I always stay. Its just packed and everyone brings beer pong tables and everything. It is way too much fun.
Here is a picture I took of the beach from our balcony last year. This is why I love it so much.