A couple of months ago, we docked at Sunday's on the Bay, which is located at the Miami City Marina. It's on the south side of the expressway as you enter South Beach. The locals informed us this was THE place to be on Friday evenings for happy hour. I was told a number of go-fast boats show up at this time.
Other than that, almost any club in the South Beach area kicks on weekends, but they don't get started until... the time I normally go to sleep!