The densest concentration of nightlife options lies near the western terminus of Avenida Luisa Todi, the road leading west to a string of beaches. The most intriguing is Scandall, Avenida Luisa Todi (no phone). A series of rooms with elaborately vaulted ceilings (which long ago sheltered a convent) offer several bars and musical atmospheres. Although most of the place seems designed for talking and drinking, one room functions as a dance club. It's open daily from 11pm until dawn.
Another rich concentration of nightlife options is in the seafront village of Albarquel, less than 2km (about 1 1/4 miles) west of Setúbal. Try the late-night eatery Restaurant All-Barquel, Praia de Albarquel (tel. 26/522-19-46), which caters to night owls of all ages. Cosopas, Rua Regimento Infantaria 14 (tel. 26/523-76-75), is an offbeat little bar and diner near the market square. It fills with local workers during the day, but at night the crowd grows younger and more fun, when lots of vinho verde (green wine) is consumed. You can drop in for a full meal -- try the grilled squid -- or perhaps a sandwich and certainly a drink. It's open Monday to Friday 8am to 9pm, and Saturday 8am to 1am.