Amsterdam/Prague/Milan/Malaga info please?

Myself and my friends are heading on holiday to aforementioned places staying 3-5 days in each, and I was hoping that some kind folks could give me info as to what is fun/cheap to do and good hostels to stay.
So any advice regarding cheap bars, fun clubs, hostels where you wont get bummed or any just general fun cultural stuff would be really welcome!

Much thanks

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