This place is the king of Shanghai's jazz offerings. Various house bands and stellar guest performers mix it up nightly. Look for plush seating and drink prices to match. When you need a break from the noise and crowds, cool off on the roof deck. JZ Club is also the organizer of JZ Festival, which they claim is Asia's largest jazz fest. It takes place annually, over three days in mid-October, and is held outdoors at Expo Park, along the water in Pudong.