Did you check out Time Out mag as suggested, it is well respected for reviews of shows and could help you select shows in a more informed way. There is so much for so many tastes. If you get a chance dop check Camden Market - Camden Town station. or Belzize park which would take you near to the RoundHouse, I used to see Pink Floyd there, Fleetwood Mac, and a whole host of other bands before they became famous.
There is a vibrant pub scene too, I live just outside London now, so am not strictly up to date, but Time Out is, as a schoolboy I suck a pin in its pages and went to see an unknown band in a boy scouts hut, the band was Led Zeppelin! I was totally changed in one night!
There are really two scenes. the 'pop' scene (corny, money orientated and facile) and the underground movement, its still true..

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