Clapham high street is also a great night out, loads of bars and clubs. Infernos is a proper cheesy night out but its a great laugh (random fact, thats the club they filmed The Inbetweeners film in).
Soho also has plenty of good places (also loads of great restaurants). Just keep an eye out for the gay clubs (Im assuming that isnt your scene?
) and dodgy alleys (unless you are into that).
To echo what others have said Camden is a cracking night out. Covent Garden also loads of pubs and bars but is pricey as its tourist central, as most places in "central" London like Leicester Square, you will be robbed blind. I went out for a meal with the Mrs and some of her mates the other night, we got to Leicester Square early so went to the pub opposite the tube station for a quick drink. A large white wine and a pint of Stella Black . . . .£11.40.
Or if in doubt head to Croydon
