In Langkawi, you relax. There are some little hot spots at night, but if you are looking to 'party' I would go with Penang. There are shows that the big hotels put on for about 100RM every Saturday night. Those are fun. There are lots of good little restuarants on and around Jalan Pantai Cenang. One really good Mexican food place (Little Mexico), but their regular chef is out of the area for a bit so the food is not exactly the same as usual.
In the day, you take a tour or rent a jet ski or play volley ball with your friends. You can go swimming--but careful, because at certain times every year there are many jelly fish that are hanging around the beach. Seriously, Langkawi is for relaxing.