I'm not much of a club person myself. No, I think that was exaggeration now, the "much of a" should be removed from that sentence. But I do love beer and I do love bars and I do love the nightlife there. And considering there was enough nightlife in Albufeira during weekends during off season, you can expect the town to be full of parties and anything related during high season.
The best club, in which even I've been to, once, getting bloody (but that's already another story), in Albufeira is Kiss Club. It's about 10 minute walk from the Main Strip, from Matt's bar and ain't actually a bad place at all. The beer's expensive though, I managed to pay 5 euros for 0.3 litres and for Portugal it's way too high. The fee to get in...no idea, probably about 10 euros, I never paid a cent thanks to the people I went there with.
albufeira shopping center
Albufeira shopping - so what do you need?
People in Albufeira, especially the locals, don't seem to know too much about the stuff around them. If you ask for a supermarket, you usually get the directions either to Albufeira Shopping Center or one specific Pingo Doce supermarket. In reality, Albufeira is full of smaller or bigger supermarkets, just look around for Modelo, Pingo Doce, Supermarket, Mini Market or Spar, or Lidl.
As for ALbufeira shopping center, then it's located pretty much in between the old and the new town, 20 minute walk to both sides, it's 15 minute walk from Lidl and about 15 or 20 minute walk from Albufeira bus station. It's a supermarket, you can also find a place to eat there, buy clothes and anything else you need. Don't expect it to be huge though, not that big.