I love the Crescent Ballroom. It's a very small venue where you can have the chance to see some really amazing artists. I have been to 4 concerts there this year, and every one was fantastic. I love that they have a bar inside the concert area.
The attached restaurant is also delicious. You will recognize the food from Gallo Blanco, which is one of my personal favorites in Phoenix. The happy hour specials are pretty good. I also had the chance to check out a free flamenco performance there this past Saturday. It was so cool! They perform weekly, and I highly recommend checking it out.