Possibly NYC's most prestigious jazz club, the Vanguard has hosted literally every major star of the past 50 years. Starting in 1935 as a venue for beat poetry and folk music, it occasionally returns to its roots, but most of the time it's big, bold jazz all night long. The Vanguard Jazz Orchestra has been a Monday-night mainstay since 1966.

　　Mind your step on the steep stairs, and close your eyes to the signs of wear and tear – acoustically, you're in one of the greatest venues in the world. There's a one-drink minimum.