Hi jtownley! I too had a GREAT time at
Palacio Gaviria disco when I went last month (from 1am-4am!).
Before going to Madrid and wandering aimlessly looking for blues music or any other kind, one can also consult the (only in Spanish)
Guía del Ocio (for nearly ALL Spain cities including Madrid) &
Lanetro: Madrid (also only in Spanish) for entertainment ideas. As far as I've been able to (not) find, there are [understandably] no entertainment guides online in English. Sorry MonoLinguals!
Saludos, MadridMan
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