I'm not a big fan of the port of Duquesa at night and even less keen on Banus.
We went for a Chinese in Duquesa port last weekend and when we left there at 11pm it was very quiet, a stark contrast to a few years ago when it was always kicking.
I really like Estepona. The port is OK but most people can be found at the far end of Calle Real in the main town until 2am. Lots of great bars along there.
There are some clubs in Estepona, some very nice, but they tend to be tucked up in side streets so you need to know where they are.
Enjoy your time.
Justin