Rogie is a much better guide than I would be. I am not that adventurous. I was just there recently,a year and a half ago to visit a girls family I was dating and went off on my own .
I stayed near ipanema and I loved the Azul Marinho , i think thats the spelling, a beach bar and restaurant ,its a little expensive but its worth to avoid loud crowds and the view is incredible. There are some really good irish bars in Ipanema, and in Copacabana I have been to cervantes many times and never had a bad time. skylab bar in copa is really posh but it has an incredible view, all the posh hotels have great bars in Copacabana.
Copacabana is lined with strip clubs but beaches make that almost an afterthought, I saw more working girls on the beach than I did the streets.
. I loved it overall, the food and music was the best, but its alot more expensive than you think. some restaurants are as expensive as london, very expensive trip. For gods sakes , if your girl has a shopping addiction, don't take her there to shop. latin girls can be fierce when looking for clothes, it is a very expensive city but a beautiful one.