London
Local bar that plays all sorts of music. A lot of Metal acts play there as well, including Napalm Death and Hate Eternal among others. Cheap beer too, and cheap cover.
Shop which specializes in underground music in general. Has a huge Metal selection, and does its damnedest to keep prices as low as possible. Unless it's a double-album or some rarity, you'd be hard pressed to find a CD for more than 20 dollars.
Most Metal shows in London go here. The place is dark and usually pretty grimy (awesome). The security lets the pits get very violent and bottles of beer are faily priced. You can see some very popular bands in this small venue. For the schedule, just che ...