If you are visiting Sochi in fall/winter/early spring. London Bar might be a good place for nigth entertainment.
It has been opened this year. The place is quite popular among local citizens and people who come to visit Sochi. I met some people who stayed in my hotel there.
Before 12am there was playing a Russian rock band. The mucis was quite loud and the security didn't allow many people to come in, including us, telling that there are no tables avaliable. After 12 when the concert was over we could snick in and there were many tables.
The music style is techno. Some people danced. Many girls spoke English which was surprising.
Dress Code: I recommend to wear shoes, you should be fine wearing jeans.
As soon as the sun starts setting the night life in Sochi starts. The boulevard starts buzzing with people, that strawl along the restaurants, bars, café's and little shops to show themselves off. It's great to walk the boulevard at night and enjoy the atmosphere that is hanging over this long strip. Also take a right (or left) turn onto the beach and stand on one of the many piers to look at the starts above the (now really) Black Sea.