As you've already realized, there's no special entertainment in Przno - in the evening you can watch the sunset on the restaurant's outdoor terrace or have a picnic on the beach. Nightlife is a little more active at the hotel-island of Sveti Stefan on the way out of Przno, where there are a few bars that will also disappoint the party crowd (too quiet and respectable).
So if you're in the mood to party all night long in nightclubs, head to Budva from Przno. The most famous local club is Trocadero (it seats almost 1,500 people and is famous for its colorful themed parties). Equally popular is Top Hill, a huge open-air disco (it can hold 5,000 people at a time!), which is often visited by famous European DJs.