Goganga

It's a bit an alternative place with a relaxed atmosphere and different people. Ages range from 20-35 and the fun starts around 1:00 a.m. Cocktails are large but a bit pricey: 8-10 euros (which is normal for Milan though).
The location is somewhat outside the centre but you can reach t easily with bus 90/91 (the circolare), which runs all night long.

Website

Via Cadolini 39