shinjuku is a melting pot i think.
u get departmental stores at the southern end, and walking along
meiji-chuo (follow bus 86 route on the bus stop plates) will take u
to harajuku, omotesando ave(leading to roppongi) and shibuya... in
cool weather of cos!
at the western end are also more departmental stores, some
electronics discount shops, post office and government offices incl
metropolitan govt bldg with its observatory. many private
railway to saitama suburbs also terminate at this side as part of
the larger shinjuku station, and are linked by complicated
underground passages. 
at the northern end is kabuki-cho, known for sex industry, of cos.
i walked thru alone, it can be pretty safe as they cannot tout
openly as before, and other kinds of complementary entertainment
like bowling alleys and pachinko shops continue to draw a different
kind of crowd. and the shinjuku local ward office is in kabuki-cho
as well. but of cos plenty of AV CD shops, but u really dun have to
come all the way here to get, as i said, almost every CD shop by
the road has its 'collections'.
at the eastern end is shinjuku gyo-en (garden), the biggest green
space inside tokyo. u need to pay for admission though. u might be
surprised to find busy roads running under this garden though, when
everything above seems so serene. 
anyway nightlife in japan u can try both roppongi and shinjuku. but
if u wan ahem i think it's hard unless u can pass urself off as a
japanese by speaking fluent jap. beer is cheap there if u noe the right places. try
reading japan-guide for more info.
be prepared to spend at least 4,000 yen ($50) a day on just living
expenses like food and transport w/o accomodation. 
