Underworld, Camden
No prizes for correctly guessing that this venue is below ground level (well done). The lack of window action doesn't stop it from being a really rather great venue.
It also boasts a handy location underneath that other Camden institution the World's End, and a fine booking policy.
The funny shape of the building and the many tiers make it easy to get a good view. Deceptively spacious, as we might say were we estate agents. But we're not.

174 Camden High Street NW1
020 7482 1932
Nearest Tube: Camden Town