The Cave Club at the Buffalo bar, hosted by Rhys Webb from The Horrors, is one of my favourite night out in London. I've been going there since I moved over here in 2010. It's every third Saturday of the month, except when they are touring or recording but I'll let you count how many times I've roughly been there. A few, I've lost track. I highly recommend it if you like psychedelic, underground 60's music and dressing up.
This was playing last night:
The Seeds - The Wind Blows Your Hair