I love Iguana's. You can wear shorts all the time if you want, but I think you'd enjoy it if you took along a couple of sundresses or kicky skirts. Always wear your shoes in the bars/clubs because of broken glass, etc. Flip flops aren't too effective against broken glass but they're better than nothing I guess.
The clubs don't even get started until after 11:00 and often aren't open every night. Well, Big Daddy's was open every night that I can recall. However, Iguana's and Jaquar's were always open Thursday/Fri/Sat, and are open until 4:00 a.m.