There is a fantastic restaurant literally above the water on the beach. A meal with two courses and a beer will run you just under 50 TD, but the impeccable service and view out over the ocean and down the beach is well worth it.
The O Bar at the Hotel Plaza Corniche is popular, as is the nightclub below (Only starts around 1AM outside of summer, mostly house music but a friendly DJ with much music who can likely play to suit your taste if you arrive early or with a large group. License finishes 2AM).
The unique Hotel Plaza Corniche is on Rue de Maroc, a few hundred metres up from the train station (from the station, walk back down the train line on the coastal side. you can't miss the entrance). Not cheap, but offers pleasant enough rooms and a simple breakfast gratis. Quite an experience!