There are many night clubs in Ashgabat. I visited the one in Hotel Nissa. On weekend it starts at 9 pm & works until 5 am next day. It is totally crowded on weekends. On weekdays there is not much crowd.
Dress Code: Casuals!
This bar seems to redecorate every time about 20 of us end up there...
It's cheap and there is outdoor seating. 10,000 manat beer and the Mexican pizza is pretty good if you don't mind dill. The shashlyk is pretty good too.
If you want to run into the only Americans in the entire country, it's pretty much guaranteed that there will be a group of them there on any given Friday of Saturday.
Turkmen love several things more than most people: food, drink, women and horses. About the first two, food leans heavily to carrot and beet salads and shashlikh, kinda like shishkebab. The amount of food put in front of me on a nightly basis would gag a camel.
Then came the drink. Vodka is cheap, phenomenally so. A fifth of a pretty serviceable brand, one with a picture of the President of Turkemenistan on it, costed around 92 cents. (There are two things they almost give away in Ashgabat, vodka and gasoline.) To quote one of my hosts, the party hasn't even started until two Presidents are retired.
At a birthday party of one of our hosts, her brothers and I started to drink toasts (as is custom with every dinner). First we drank to our business there, then to our friendship, then to Turkmen women, then to Turkmen horses, and on and on. (I think I impressed them as the only American who could drink like a Russian, down in one go every time.) The last thing I clearly remember was a toast to the Soviet Army (which one brother had survived) and to the USMC (which I had a brief experience with). I think I promised to name my first-born after one of the brothers, but things were getting pretty foggy by then.
Dress Code: Anything you don't mind barfing on.