You have to go to River Front. It's in Ft. Lauderdale. There's all tons of shit on Biscayne Blvd. Check out a Heat game if you're down that way. South Beach.
If you can't find something to do in Miami, you're not looking. Bring your bathing suit, or just wear nothing at all.
If you're up for making the drive, Key West is about 2 1/2-3 hours from Miami. That place never sleeps.