As they say in Lagos, what happens in Gidi stays in Gidi. In other words, Lagos' nightlife is legendary. Be prepared to stay up past dawn. Note that what's hot is constantly changing, and that you have to dig beneath the bling to find the city's earthier venues.
Ask around for the best nights out or check out www.nothingtodoinlagos.com. Bars are best up until midnight, when the clubs and music venues heat up.