If you are going to include closed venues:
Girards (Saw Juluka there but missed the Ramones),
No Fish Today (before my time),
Max's on Broadway (saw The Feelies), and
Power Point Live used to have a music venue (saw Dumptruck).
There was also a venue in Market Place in the 80's but can't remember the name (saw The Feelies).
Can also at M&T Bank Stadium to present day list.