If there is nothing else, you must go to Bandra. Day or night, you will find every possible form of entertainment and excitement that Mumbai offers. The Lobby Bar at Sea Rock, although not as popular as it once was, is run by the best man in Mumbai, Melroy. The view of the Arabian Sea, even behind glass, is astounding.
Next on my list was venturing into the hills behind the Avalon Apratments in Powai. Hiking is amazing. In fact, once you reach the top, you are equal in altitude as the planes arriving at the International Airport. Also, the threat of jaguars/panthers kept it thrilling. WARNING: This is not exactly permitted. I was met on the dirt road leading up to a small lake where Bollywood shoots were always going on, and I was denied access by the security guarding the base, but there are other ways. Locals have created their own ways to the top. Keep that in mind. Seeing the massive rusted cages to catch the threatening wildlife felt so bizarre in such an urban area, almost like the coyotes that howl sometimes at night in San Antonio. You know they're out there, but until you see some evidence, it stays in the back of your mind.
One more thing: Velvet Lounge, Renaissance Hotel, Powia Lake. Go. Don't question me--just go. As simple as that. See the bartender juggle flaming bottles. Groove to old and new music and soak up the atmosphere as much as possible.
Quick Tips:
The best discount you will ever get in Mumbai, no matter where you are, especially if you are an NRI (nonresident of India), is to haggle and stand firm. If you feel it is too high, walk away. You'll be suprised how low a price can go. Of course, for all the men out there, any club you will go to frowns on stags. Bring a girl, and she gets in free while you have to pay. But come on--be a gentleman for once.
Best Way To Get Around:
The only way to get around is by auto rick, the fastest, most exciting way to go, especially coming home from Bandra and Andheri at 4 or 5am. No one is on the street, and if you get the right driver, WOW! Hold on for your life.