Grog Shop (Coventry), Mahalls (Lakewood), Happy Dog (Detroit Shoreway) are my usual spots to find good local music, especially punk rock and indie rock. Beachland Ballroom (Euclid) is also good with two venues one large one small. Mahalls has two venues in it as well.

Also shout-out to Blank Slate in Elyria for a great really small venue.