Check out the bars near Plaza de Santa Ana. Last time I was there I sat on one of the outside tables until 1 am or so, and then just went bar-hoping. There are guys giving out "free entrance" to places all over the place, just pick a couple and check them out.
Also, I ended up on a very nice place eating "Pimiento Morron" that was right behind Plaza del Sol.... but I can't remember the name of the place, nor how to get there, unfortunately. (to tell you the truth, I can't remember most of that night 😱)