I've noticed that most of the people visiting Madrid go to the same places at night:

Huertas, Santa Ana, Plaza Mayor, Salas, etc.

But I wonder if they go there just because of their friends or because they've got no idea about other alternatives.

It depends on your musical tastes but there are other areas worth visitng .
You'll probably have heard about:

"Bilbao, Tribunal or Malasaña" where lots of university students go on Thursday, Friday and Saturday. Alternative, rock, etc...

"Vallecas" the working class area. Full of Punk, Reagge, Hevay Metal, Rock...

And if you don't mind a 20 minutes trip to the suburbs, the best place to go is definitely Alcorcón (Line 10 - Metro - or Lines 511, 512, 513 and 514 - Bus - from P.Pío). "La L" (pubs), "Opción" (A mall full of pubs, discos and restaurants) and "Los Polígonos" (Thousands of people gather there every weekend); all in the same city.

Well, now you've got a samll list of possibilities in addition to the typical ones .