You can rent a car in Thrifty or Europcar.
You can tour Punta del Este with audio guides in your iPhone at
You can dance in Moby Dick till sunrise, opposite to the port.
You can enjoy La Barra in the night, and don't miss Jose Ignacio!
Favorite thing: Make sure you visit both Mansa and Brava beaches, they are very different not only because of the water (one calmer than the otehr) but because of the people, the mansa is better to go and relax and the brava is where the people go to show off a little bit (specially near manantiales).