Nighttime
Nightlife in the Algarve
The Portuguese seem to eat later in the day than we would but with so many tourists around, the restaurants appear to be open pretty much all day. Most have a dish of the day which is very good value. Waiters sometimes arrive with bread and olives to the table, if you don't want them, ask for them to be removed or you will be charged.
Bars and Clubs
Not really being pub people, you're going to have to trust the internet on this one. Some of the places that have been recommended on several sites include
Other options:
Casinos
Fado Music/ Dancing (folk music)