Possibly the city's most prestigious jazz club, the Vanguard has hosted literally every major star of the past 50 years. It started as a home to spoken-word performances and occasionally returns to its roots, but most of the time it's just big, bold jazz all night long.

Mind your step on the steep stairs, and close your eyes to the signs of wear and tear – acoustically, you're in one of the greatest venues in the world. There's a one-drink minimum.