If you want to go out and enjoy yourself, then do. If you don't want to, then don't. The most important thing during a PhD is that you find time for yourself so that you don't go mad. How you work that time around the work you have to do is up to you - I know someone who worked 8am-8pm 7 days a week throughout the year, but took an entire month off each year just to get away from it all.
Yes, there will be times when you won't have the time to go out because you'll have a huge workload, but this won't be all the time.