Where is the best place to go out in Oxford? (UK)?

There are some clubs in Park End Street and Hythe Bridge Street that open until around 2 or 3am at weekends, too many to name them all, but Jongleurs and the Park End Club spring immediately to mind.
The Turf Tavern in central Oxford (if you can find it, it's well hidden) has lots of nice beers.
No shortage of cinemas, theatres and restaurants, an ageing ice rink and as an earlier answer said, some rather good museums.
Avoid driving into and trying to park in the city centre if at all possible, the traffic is horrendous and the parking charges are extortionate when you finally get there.

Do you mean the town centre or Oxfordshire? The Rose Revived near Standlake is a nice pub. As for the town centre, there are lots of places but I haven't lived there for a while so it might have changed. There used to be the Mongolian Wok bar but not sure if it's still there. You can hire a rowing boat at Magdalen bridge in the summer or walk along the river near Christ Church. The natural history museum is good and next door is Pitts Rivers, but the opening times for Pitts Rivers isn't as long as the natural history.

oh you have got to go to the museam. I was taken there during my cause at college and it was great. Best of all entrance is free and there is a great little pub around the corner...

If you mean for a night out, I always liked Freuds (if it's still there!). It's an old church that was converted into a bar in Jericho. Good cocktails, good music and some highly attractive men if I remember correctly...!