Ok these are the usual student places on each night:
Monday- Tiger Tiger, and Fun Factory at the Union
Tuesday- Shipwrecked at Liquid
Weds- Rubber Duck at the Union
Thurs- Bounce (now at Walkabout)
Friday- Fun Factory at the Union
Sat- Come Play at the Union or just general go into town (but it is more expensive on the weekends, so the union is a good cheap option!)
Those are the places which specifically do student nights, but other places to go in Cardiff are Creation, The Philharmonic, Barfly if you are into alternative stuff, The Welsh Club (Club Ifwor Bach or something, I cant spell it!) and of course a load of bars and other clubs around. There's a 70's/80's club called Flares, another called Reflex which we arent exactly sure what the hell it is. There's 3 Wetherspoons in the city centre.
As well as clubs and pubs, there are 2 cinemas in the city centre, bowling, restaurants etc. There's also a lot of hanging around with your flatmates/friends too watching TV/DVD's and whatever. But there's always somewhere to go and something to do!
That's it off the top of my head!
Oh, and every week in the Ghair Rydd (Can't spell that either!) there is a list of everything thats on that week- gigs at places, and the typical student nights. So you can always have a look in there for ideas.