Rumayor offers up a nightly cabaret-style show in its large outdoor amphitheater space. The show here leans more on Afro-Cuban dances and traditions than the shows in Havana, and is less ornate, but it's still a pretty good spectacle. The show starts at around 11pm and finishes at 1am on Saturdays only. Admission is CUC$5, which includes one drink per person.
Alternately, you could see what's happening at La Casona, the dance club at Hotel Pinar del Río, or Café Pinar, Calle Vélez Caviedes 34 (tel. 48/77-8199). You can also see what's playing at the old Cine Praga, Calle Gerardo Medina, next to the Coppelia ice-cream parlor. Admission is just a couple of pesos, and you should be able to pay with Cuban pesos.
Note: This information was accurate when it was published, but can change without notice. Please be sure to confirm all rates and details directly with the companies in question before planning your trip.