The Marquee is probably the best venue in town, in terms of shows. They get some solid acts, and you will not find a more intimate venue outside of a bar. I have attended 3 times to see Badly Drawn Boy/Ray LaMontage and Social D. I always had fun.
Worth noting: THERE ARE NO SEATS. Concerts take place in a giant room with a concrete floor (slight grade, probably for drainage ha ha)with a giant stage in front, and numerous speakers.
There is a bar out front with beer/liquor which gets busy but always appears to be well-staffed. There is also a small concession stand/store which sells the performing bands' merchandise and CDs. The walls are decorated with very cool old poster from previous events.
As the first reviewer noted, parking is VERY sparse. I show up very early or take a cab. It is a cheap fare from ASU/Mill Ave.