Astoria
Possibly the best venue in all of central London, mainly because of the great bands who will, almost inevitably, play here at some point during their useful lifespan.
It is also the venue of choice for the NME/Carling shows, and the occasional megastars call in here to, like, get back in touch with their fans in an 'intimate' venue (step forward U2). A word of warning though - tickets often sell out within days of a gig being announced, so keep an eye out for new gigs and book early!

157 Charing Cross Road WC2
020 7434 9592
Nearest Tube: Tottenham Court Rd
Nearest Rail: Charing Cross
Tickets available for face value at the Astoria Box Office, open 10am-6pm Mon to Saturday.