The Costello Club, located in the Plaza of Angels area of Madrid, has only been around for two years but offers some of the best entertainment in Madrileño nightlife. The club is split into two levels whereby on the first floor you can chill and meet some new folks. Downstairs, the night gets going with live jam sessions and is a little more boisterous. The owners have also pulled in some international acts, most notably the Strokes. The drinks are perfect to start or end the night and some excellent Spanish vintages are served alongside some stiff cocktails, perfect for any denizen or tourist in this turbulent capital.