Avalon

You probably think of Avalon as a dance club. Well, okay, it is a dance club. But it's also the perfect venue for live music, large enough to lend an arenaful of adrenaline to some of the biggest names in rock, but small enough so you can get up close and catch the sweat from the likes of Garbage and Rufus Wainwright. A recent multimillion-dollar renovation both increased the size and improved the acoustics. But it's still general admission—so just showing up early scores a spot in the front row.