Cowboys is closed now. But Graham Central Station- Montgomery & San Mateo is open and pretty popular. Nice big dance floor to two-step on. They also have other "rooms" that play other music which is kinda nice when you want to walk around a bit.
Theres a place called The Caravan on Central, and it's more of an older crowd but you can dance there too.
Grahams DOES have concerts every once in awhile. And the radio stations 107.9 and 92.3 have small concerts every so often of new artists in a small setting.
This is all in addition to the concerts at the Journal Pavillion/Sandia casino & Isleta casino that all have concerts there.
Hope this helps.

Alicia