hi,
I`m orginally from munich and just as mr. Aknostik said, the "59:1" in the "Sonnenstrasse" (that`s the name of the street) is the best place to go.
Also at "Feierwerk", which is a whole area with several clubs like the "Orange House", the "Sunny Red" and the "Hansa" is a cool location for any kind of alternative music.
The "Backstage" is also cool, but like the Feierwerk it depends what kind of bands are playing.
hope that helps
cheers
Dominik