If you like amazing live music you should go see the band Lotus perform at the Bowery Ballroom. It's going to be an amazing night of music. Late night music til 4 am right down the street with Digital Frontier. You can check out a recording of the show from the last time they were in NYC in December here:
http://www.archive.org/details/Lotus2006-11-24.matrix.flac16 . The show is only something like $12-15. They are a blend of jazz jam electronic rock and funk. They are the dope shit.