There are lots of places to go out in Auckland and different places have distinctly different atmospheres.
So starting from the bottom - Viaduct Harbour. Centred around - yep the Viaduct, the place is heaving in summer and still busy in the winter although a lot colder. Lots of new places have sprung up here but the standard ones are Leftfield and Loaded Hog with pretty run of the mill chart dance and pop. Most of the bars have dance floors with mainstream music and usually free entry. A lot of the bars seem to be trying just a bit too hard, but the Coast bar is pretty cool.
Queen Street has various bars and clubs, mostly down the side streets. Try exploring and see what you find. Margharitas has good dance mixes, entry is a few dollars and take id because the bouncer won't let you in without. The Globe is popular but some of the dance remixes are just random, free entry.
There's a few pubs if you just want a drink -London Bar (inside is kinda like a golf club), the Playhouse (olde English but they do serve decent pints).
And then you reach Karangahape Road - where most of the serious clubs are including Sinners, Auckland's gay club. Expect to pay $5 - $10 entry at most clubs and dance all night, or at least about 6.00 am. If you need a break, sit down at once of the late night cafes and watch the world go by. K Road is just great for people watching, its also the red light district and where the tranvestite prostitutes hang out. Its pretty safe area though as there's always loads of people about.
Ponsonby is one of the little districts in Auckland, a taxi there from Queen Street costs about $7. Its full of lots of cool bars, not much dancing though. Ponsonby is a little alternative, and pretty damn cool. Grand Central is one of the places to be at the moment, check out SPQK for the waiter in the sparkly hotpants dancing on the table.
If you're into celebrity spotting, and you know your Kiwi celbrities, try barhopping in Parnell. Everywhere is cool, this is Parnell after all, a select area of Auckland. Dress to impress, as long as you don't look as if you're trying too hard. If it starts getting to you try Georges for some randomly cheesy music.