You would be surprised that Amsterdam doesn't go all night even in the Red Light District. Of course the girls(and some guys, stay away from the blue lights, those are the guys....) are still there but the bars close there is a closing time around 2 or 3 am I'm not 100% which as I was thoroughly sloshed when I was there, however because of Red Light District there is always something interesting going on. I would suggest hanging around with some friends and a flask some of the restaurant and kebab stands will be open all night. One of the crazy things that I witnessed after-hours in the Red Light district was getting unsolicited sex advice from a Charlie boy(heroine addict) who then offered me ecstasy.

If the night quiets down head to Vondelpark the cops leave people alone there at night so if you want to continue drinking or need a private place you will find it there.

EDIT:
One other thing the easiest way to find a group to party with that will want to go all night is to go to the pub crawl hosted by ultimate pub crawl. http://www.joinultimateparty.com/

Before you do anything in Amsterdam be sure to take the free city walking tour put on by New Europe Tours, as well as their Red Light District tour. As far as I am concerned both are essential they will give you the lay of the land(which is essential when drunk) and will teach you things about the Red Light District that you will NEED to know.
http://www.neweuropetours.eu/

I suggest you go dam square around that area which is the center of amsterdam, you'll find cafe and restaurant open till late in the morning. so are some bars in the area of rembrandt plein, the are shop that are open till dawn in many places aound centrum. amsterdam is a tourist town so there are places open till morning. you'll get mug if you go to parks in the night. some junkies will push hard drug on you. pan cake are one specialty in amsterdam. also try some haring " raw fish dip in fresh mince onion "

ummm...Red Light District.....