We went to Pedra do sal on Monday night and it was crazy. With live music, many people and small shops on the street can buy drinks everywhere. Most people are locals and there are a few tourists. If you want to go out on a Monday night in Rio de Janeiro, I suggest you go here.
Always on monday, there is a very nice Samba going on there. It starts at 7:30 pm.
If you're into music and local culture, you may want to check out Pedra do Sal. There's something different going on, depending on the day of the week, so you may want to ask around as to what kind of music you'll find on what night. If you're having trouble finding this locale, it's a couple of blocks from the better-known Museu do Amanhã. Mind you, this is at the base of a favela, so keep your street smarts about you, but you will find mind tourists and locals intermingling here. There's street food too, if you get hungry. But you might be too busy making friends and dancing to notice the hunger.
In a ramshackle neighborhood north of downtown, Pedra do Sal is a classic slice of Rio culture. In fact, it was on this spot that many credit the birthplace of samba (back in the latter half of the 19th century). Today this open-air live music event, free and open to all, features samba musicians jamming around plastic tables, while a dance-loving crowd gathers around. Vendors selling cold cans of cerveja (beer) keep things festive. The jams happen on Monday and Friday nights, and are cancelled during heavy rains, so keep an eye on the sky. Since the surrounding area is dicey, it's best to take a taxi there.
A good place to spend the night in Rio. It was recommended to us by some locals and we were pleasantly surprised. It is surrounded by stalls selling mostly beer, people dancing in the street: a lot of music and a lot of joy, typical in Rio de Janeiro. Prices in general are not they are bad and the atmosphere is calm and cheerful.