The Loft at Hubie's books the best jazz bands on the island for weekly sessions on Friday from 7 to 10. Other kinds of live music might be on the schedule other nights—whatever it is, it's bound to be good. There's a $10 cover, which includes a drink. The area is a bit dodgy, so it's best to take a cab to and from the bar.
10 Angle St., Hamilton, HM12, Bermuda