There aren't many (any) places that stay up at all hours of the night, I don't think. There's the Jazz Club for live music and excellent food. Robert Irvine has a restaraunt on the island, "Eat!" It's really a beautiful island, very nature-oriented. If you can, schedule a kayaking trip. Or I've seen some people stand-up paddle boarding-I forget what that's called, but it looks like a lot of fun. But just the idea of me being able to stand on a paddle board for possibly 2 whole seconds without splashing into the water makes me fall on the floor in laughter.