Ha you're out in the boonies of KY. I'd suggest going to Louisville or Cincy for some fun. You can check louisvillestreets.com (you have to register) for local action. BTW there is a drag coming this weekend the 24th Import vs Domestic at Clay City.
If just to party and drink Jillian's in Louisville suppose to be pretty popular. Louisville bars stay open till around 4am, not sure about Cincy though most around here are only open till 1am.
Perhaps, there is a drag strip near Cincy and a small 1/8 mile in Louisville. NOT to mention the popular dirt track races. If you was here a month earlier you could of hit Keeneland down here in Lex and bet on the ponies or least ogle a hot babes. Churchhill Downs (where the KY Derby is held)is open I do believe over in L'Ville.
Just depends on what type of excitement you are looking for, be it your options are likely limited. If you are looking for outdoor activities KY has alot of natural options. Near the Clay City area there is Natural Bridge State Park, a large stone arch and hiking trials.