For party-minded people, Belgium can be great. Most cities are close to each other and are either large urban areas Brussels, Antwerp or student areas Leuven, Liège, Ghent, etc. In this little region, you will find the most clubs, cafés, restaurants per square mile in the world. A good starting point can be places with a strong student/youth culture : Leuven around its big university, Liège in the famous "carré" district, etc. You can expect a wide variety in music appreciation, going from jazz to the better electronic music. Just ask around for the better clubs and there you will most likely meet some music fanatics who can show you the better underground parties in this tiny country.
The government has a mostly liberal attitude towards bars, clubs and parties. They acknowledge the principle of "live and let live". As long as you don't cause public disturbance, vandalize property and get too drunk, the police will not intervene.This also one of the main principles of Belgian social life, as this sort of behaviour is generally considered offensive. Of course, in student communities this is more tolerated, but generally, you are most respected if you party as hard as you like- but with a sense of discretion and self-control.
Officially, drugs are not allowed. But as long as you respect the aforementioned principles, you are not likely to get into serious trouble. Beware though, that driving under the influence of alcohol and drugs is not tolerated and traffic laws are strictly enforced in this matter. Especially in the weekends on main roads, you have a good chance of being stopped for an alcohol control.