Hey Romanne,
I don't know about shows because I don't live there but make sure to check at the Red Rocket Bar (Carrer del Codols, in the area of Placa del Tripi). Another cool place is Barbara Ann Bar : http://www.barbara-ann-bar.com/Barbara_Ann_Bar.html
About vinyls, there are lost of cool shops in the Ciu Vella area (subway Universitat). Make sure to check at the Discos Daily, they have a huge collection of rock'n'roll, garage, soul... : http://www.dailyrecords.es/ (Carrer de les Sitges). But there are at least 4 records shop in the street.
Have fun !
Ju