Bruges is not known as a hardcore party place, so if you are looking for dancings then you are in the wrong town.  There are however plenty of pubs and (dance) cafés that stay open till the early morning.  You will find a concentration of them on the Eiermarkt, behind the theater and on the Zand square. Others are scattered around the town.  Sunny terraces, medieval beercellars, pubs in monuments,... you can find it in Bruges.  If you more like concerts, theater or opera, you should check the programming of the theater ("schouwburg") or the concert building ("concertgebouw").

Stadsschouwburg. The theater is located in the center of the town, near the Market square.  It opened in 1869 and has been thoroughly restored before Bruges became cultural capital of Europe in 2002.  It has a very nicely decorated foyer and audience hall.  It is used for local and international productions.

Location: Vlamingstraat 29
Website: CC Brugge

Concertgebouw.  The concert building is a modern cultural center that was constructed for the occasion of "Bruges 2002" (when Bruges was cultural capital of Europe). It is the largest in its kind in the area and hosts many national and international cultural activities (concerts, dance, chamber music,...)  .  It is renowned for its excellent acoustics. 

Location: 't Zand 34
Website: Concertgebouw.be