Music/Concerts

Although gigs are still happening, there won't be anywhere near as many in Dec/Jan as through the late spring and summer.
A good site is:

http://www.worldticketshop.com/concerts

When you say travelling through Europe, what specific locations/cities etc. are you planning to visit?

Great! Thanks Lenny, we're really flexible. Nothing planned yet re: cities. Just want to research who will be where in Jan- if anybody. Year's ago I was checking out to fly home - Prince & his entourage waltz through the foyer & the receptionist said "Oh yeah they're playing here in town tonight". Couldn't reschedule flight, would be very dissappointed if similar happened again. (Have since seen Prince 4 times since so I recovered!)

P.S I'm told Prague is great for nightclubs.

Try http://www.ticketmaster.co.uk for the UK.

Bands play London all year round, although late December is the slowest period of all. The exception is electronic music, where top DJs play London all the time, but perhaps you aren't interested in that. It is probably much too early for listings in your timeframe, except for really big stadium shows.
I would strongly discourage buying tickets from ticketmaster if at all possible, since they have so many ripoff charges. The best site I have found for keeping track of gigs is songkick, where they also link to all the ticket websites selling tickets for the gig (so you can figure out who has the least ripoff charges). Nearly every band, big or small gets listed there. Last.fm is also good, but they don't have the same ticket links if I recall correctly.

WorldTicket shop isn't best place to buy tickets. It's a ticket reseller and it's too overpriced. It's better to google for it or look for specific websites like ConcertWith.me or SongKick or Bands In City. Each has full lists of events in the most of European cities.