There's no where really brilliant, but there are a few places that are OK:
Baltic near Southwark tube station is good - got awarded one of the Evening Standard's best bar awards, and Jude Law's been spotted there.
All Bar One on Shad Thames is nice on sunny weekends, although mainly for the view. It's a good place to take visitors to because they're always impressed by the bridge, but it is a bit touristy. Shame, coz it's a great location (and good food.)
Mint on Montague is getting better all the time - great cocktails and nice bar staff and - bonus - it's open late (but usually closed for private parties on Saturday.)
The Scotia Bar on Bermondsey Street is good, but a bit of a blokey place. Apparently it's great for pool.