Thursday is the best day, because it's tantalisingly close to the weekend. And you can go out on a Thursday night, and get hammered, safe in the knowledge that you're being just a little bit bad, because you're going to be hung over at work the next day. And the bars are always as festive, but with less people in them.
And it's blessed relief after the purgatory that is Wednesday.
I'm a Friday night kinda guy. You go out and do whatever you want, then wake up the next morning to realize that you still have the whole weekend ahead of you.