The biggest and former Kazakh capital Almaty is famous for "business" and its nigh life. Even though, it does not posses the diversity of buildings as Astana does and has not much to offer for sightseeing.
There are plenty of cheap hostels; after a long research and multiple inspection we opt for the "Sky" Hostel as the best offering. It is located at the top of a skyscraper and therefore has its own roof terrace with an incredible view over Almaty and the surrounding snow covered mountains. The rooms are large, quiet and clean. We did not book over the internet and only paid ten USD instead of the listed 15 USD on booking.com.
Almaty has plenty of nightclub, the most recommended one to us was "Chukotka" (Чукотка). There is usually a live band playing on the first floor and on the second floor they play "lady" house. Although, the largest club is "Esperanza" with its two dance floors. BE AWARE: There are many prostitutes in the clubs, especially in "Esperanza".