Pogo

Pogo is one of the several little bars on Vilniaus gatvė, which are open everyday almost till the morning.

Briusly

Bar and restaraunt on Islandijos gatve named after iconic figure Bruce Lee

Foam Party

Foam Parties are very popular social event in Vinlius. One of the venues is Salento Club.

Metelica

Metelica (blizzard) is a club in the center part of Vilnius where it is snowing all year long :)
It is famous as the best Russian-speaking club in city.
I would add that the payment system is also quite interesting. At the entrance you get kind a credit card with limit of 200 LTL (~60 EUR), and you cover all purchases with cash just once when you are leaving.