Ensure that the pubs and clubs you intend to visit are relatively close to your accommodation - trekking through the mountains all night can get tiring, and cold.
Make sure your budget can handle your nightlife - Alpine prices can be as steep as the mountains themselves.
Don't let tonight ruin tomorrow if you've paid for tomorrow's skiing - you can always large it up at home.
Check out when and where the various happy hours are - and make it a happy night.
Don't drink and slide - your insurance will be invalid if you have an accident while being under the influence!