I'm sending over some information that I found for you. Have fun! We'll actually be there on March 19th and will not return until the 31st!!
Los Cabos boasts a variety of nightlife, particularly in La Concepción, north of the Marina. Popular venues include Squid Roe, a dance club, and Kokomo’s, a contemporary music bar on the Boulevard Marina.
After dark, Cabo goes loco. Marina Boulevard is lined with harmlessly rowdy joints. At El Squid Roe (Blvd. Lázaro Cárdenas at Zaragoza; 52-624/143-0655), the beer is cold, the music deafening, and the bar stages mock bullfights. Try Nowhere Bar (52-624/143-4493) and Margarita Villa (52-624/143-1740). Or be the only norteño waltzing to banda at El Parthenon (4.5 Km Carretera Transpeninsular; 52-624/144-4475), a dance club resembling the original in Greece, Doric columns and all. Friday-night concerts by unplugged-guitar groups in San José‘s town square are a mellow alternative.