I live in Las Cruces. It's not too bad. Check out El Patio on a Thursday night if you get a chance. It's a really chill bar with good specials and live bands. Hurricane Alley has similar specials on Tuesdays, but it's a tad too ghetto IMO. Dublin's is gonna have most of the college cuties, but I usually can't get drinks quickly and it's one of the more pricey bars in town.
There's plenty of trails out here for mountain bikers (A-Mountain) and dirt bikers (Mesilla and Dona Ana). Sun Lanes (bowling alley) is fun and you can get drinks from the bars inside. Q-Time next door to SL has nice pool tables for $9/hour. If you skateboard, hit up the NMSU campus for tons of stair sets and stuff. There's a few 24-hour gyms that are decent. I go to Fitness One and I like it a lot. Heard Primetime Fitness has the the cuties, though.
El Paso has some dance clubs and Jaguars is a pretty decent strip club ($20 cover charge but you can bring in a 12-pack or a bottle).
Honestly, most people drink to have a good time here, LOL. If you go out the bars, it's not too hard to befriend people. There's house parties all the time, just gotta know the right peeps.
P.S. Lots of people get popped for drinking and driving here, so please be careful.