The ZanziBar, on the way to the station, is supposed to be ok. Avoid any temptation to visit the Royale nightclub; it is similar to Emma's in Gosport but with worse locals. All local pubs are full of shaven-headed football-shirt wearing chavs, watching ball-kicking on large tv screens, and beer is v. expensive.
You may well wish to eat out (when you see the food you'll understand why), in which case I recommend Pizza Express (attractive Polish and Spanish waitresses) or the Raj for curry.
Mr PVR'd's advice is sensible, but the last train back is at about 2330. If you have transport (and someone willing to drive), Chalfont St Giles isn't far and has 5 or 6 good pubs. Just between there and Amersham, on the London Road, is a particularly good pub (The Ivy House), which has exceptional real ales and good food.
The Mess bar is often deserted, but the Padre now lives in, is ex Scots Guards, good company and likes a beer!