Actually if you book some of recommended hotels, all things around would be in a foot distance for you. If you will find a hotel out from the center it will be super cheap just to order a taxi to go to any milonga (tel. 12 653 55 55). All locals use taxis in here so do not be worry about the prices.
If you would like to use a public transport which works also during the night check this site. You just have to know your address (not a stop point) to search a bus or a train.