I take it you've been to the "Up and Under Pub". They have good local jazz/blues bands play in there. Also, what's the name of that pizza joint down there...it begins with a "Z", but I can't remember the name of it.
I live near Mayfair, so were practically neighbors.
Close, but still about 15 minutes away. The name of the Pizza place is called Zafero's, and it is across the stree from the best bar in Milwuakee, Halladays.