Skybus fare includes a connecting shuttle bus that goes to all the hotels in the CBD, so no need to drag luggage around. While there is plenty of accom directly across the street from Skybus/Southern Cross rail station, it isn't the best choice. Parking in MEL CBD can be quite expensive, I've paid over AUD 80 for 3 hours and most hotels charge about $50 overnight.

Melb itself has lots of nightlife including unmarked bars down alley ways and after hours clubs. But you might need a local to find what you want in all the diversity.