Last time my wife and I were there, we told her we were looking for live music that went late into the night. She spent alot of time asking us what kind of music we liked, etc., and gave us the name of about 5 places - she really spent alot of time with us - and she nailed it.
These are places that one would NEVER just happen up on, at least alot of them anyway. They are just doors heading down to basements, etc., and when you walk in, there would be a big arse band jamming.
A good concierge there is worth their weight in gold.