Reply to Anyone familiar with Madrid, Spain?

I am spending 2 weeks there with my brother starting tomorrow. I have a general itenerary planned out as to what I want to go see culturally (museums, food, markets, etc).

I would like to know if there are any evening clubs or shows I should be aware of. Does anyone here have any recommendations?

Also, any tips and suggestions beyond music in regards of what to check out in Madrid is more than welcome as well.

Thanks!

EDIT: Can't edit title....of course I meant Spain....derp.