St Moritz is good, small, but more often than not gets some great little bands down there. Rhino & The Ranters were down there a couple of months ago & they're launching an amazing album today. Having said that it depends on your genre: Blues - check out Ain't nothing but... just of******ly Court t they do all sorts of sessions & jamming. Jazz there are a multitude of venues, too many to go through. Rock/Punk/Rockabilly & more try the 12 Bar on Denmark St - honestly the list is endless! Good luck finding a venue.