I should think there's lots going on on NYE in the area, but I haven't yet looked around (not yet had the chance to). If you're looking for somewhere with a late license though, I and another DJ are putting on a NYE party at the Southwark Rooms (Southwark Street) which may be up your street. Admission, up until 4am (£20 in adv, £25 on the door). Southwark Rooms is a lovely venue (not that I'm biased of course!). Here's the info on it http://www.london-se1.co.uk/news/view/672
There's another thread with all the party details (titled New Year's eve!).
If you need/want even later than that, then there's an after party at Sagitarios just opposite London Bridge tube from 4am - ? hosted by some of London's top DJ's, and a tenner on the door.