In the summer, the best thing that could happen is that you'll be invited to sail on some mogul's yacht, or perhaps to dine with a group of TV stars at someone's posh apartment. People on the beaches are quite friendly and will frequently invite you to go out with them after a small chat.
If you don't get lucky, you can always hit any of the restaurants (after 10, of course!). These usually turn into nightclubby situations, with people staying until 1 or 2 in the morning, drinking wine or sipping coffee and sometimes dancing, if there is a small dancefloor.
I don't have addresses, but some of the most popular nightspots are Pacha, Tequila, La Moracha and Pizza Banana. Make sure you're sharply dressed--the doormen can be quite picky!
Cover charges usually apply, and they range from 10-20 dollars!