So living here... I can tell you that - no one really get's to the club till midnight (that's early). You should plan on going to the local bars (smaller bars aka Buffalo - Escape - Flex - Charlies) to get a lil toasty if drinking is your forte.
Then, pending your taste.... TONS OF FRI, SAT, SUN. Check out the following places for night life: Bare, Revolution (both at the Mirage), Krave, 8.5 & Piranha, Freezone. Pool Parties: Temptations (Luxor) or (i think its called) Soaked at the Mandalay Bay pool.
Hope that helps - more detailed info check out QVegas.com (it's the local publication).