In Udon there are any number of Thai pubs and clubs which are a lot more fun than Soi Sleaze and the Cow Shed.
Soi Phibun has a some good bars and 1 club and there are a couple of good bars on the north west side of Nong Prajak park.
Soi Si Somchuen has some lively restaurants and bars.
Clubs such as Rhythm in the Napalai Hotel, Phoenix, Yellow Bird in the Charoen hotel, Tawan Daeng at the back of Central Plaza, Kongsiam Cafe for live music, 20UP a Thai beer garden.