Night at Zacatecas is very calm. The bars close very early, so the best you can do is choose one good bar, with good music to drink and talk with the people you travel with. The bar at the Quinta Real Hotel is a good option as the "Mama Ines" bar. They have live music, good drink and great appetizers.
The Callejoneada is a tradition of Zacatecas and consist of walking all arround the city with a group band named "Tambora" and with a donkey carring big bottles of "Mezcal" (drink very similar to the tequila).
The tambora play traditional songs and stop in some of the plazas to let people dance and drink mezcal. Then they go walking again.
This way you can see Zacatecas by night.
Dress Code: Confortable shoes!!
Directions: You can ask in the hotel of any "Tambora" tour.
I went to a disco/nightclub/hot spot called "La Mina" which is located inside of a mine.
Great people watching. Drinks, Hot dog cart ... and great atmosphere.
Dress Code: Look GOOD.