Hi Kevan,
Puerto Banus itself should still be pretty vibrant at the weekend. All of the main bars are open throughout the year, with Seven Nightclub being the current hot spot after around 1am.
The places that are currently closed will just be a lot of the beach clubs, but there are dozens of bars and clubs in Puerto Banus to keep you entertained. All the main restaurants in Puerto Banus remain open throughout the winter. Good one's include Tango, Amore E Fantasia, Aretusa and La Papardalle.
Don't be alarmed if you go out at around 9pm and 'The Port' as it is referred to seems dead. This is typical as the place doesn's seem to get going until the night gets later. If you head to Sinatra's Bar at around 10.30/11pm you will start to see it getting busier, then move along the front line of the port until 12/12.30 before sampling the delights of the second line venues such as Seven!.
If you want a more laid back and reserved, luxury night club affair, then you could try Suite at Puente Romano Hotel followed by a trip to Icon Club, also at Puente Romano Hotel.
All the venues I have mentioned are in our Bars and Nightclubs section here on YourMarbella.com.
Hope this helps!
Cheers
Christian