Kind of surprised I'm the first reviewer of this place but I'll take it!
I first found out about the Winchester back when I was playing with my band Chauncey Peppertooth. Since then the 'tooth has gone the way of the Dodo, but the Winchester has stuck around. The reason I hadn't found this place otherwise was because I've always been living on the east side and this venue is unfortunately in the middle of Lakewood. Either way, it's a nice place.
Two interesting things about the venue.
1. They are only open when the shows are going on. I believe they recently added open mic nights, but before they would only be open a few nights a week. Location location location I guess.
2. The bar and the actual venue are well separated. I don't know what this place used to be, but it has a huge back room where the stage is. That is definitely the best part of this place.
So, 4 stars for the nice venue, -1 star for the poor location and 1 star for letting the boys from Chauncey Peppertooth have a place to play back in the day.
TIP: Keep an eye on the schedule, they get some sweet acts in there, but you have to keep an eye on it.