zia's
eastside records
stinkweeds
and depending on what kind of rock you listen to, i'm guessing maybe the mason jar to catch shows at? (although that's the sort of place you'd see aging hair bands with american flag hammer pants)
tempe generally has the venues for the shows; when i lived there, it was uhh...nia's hideaway, the nile (boo hiss), bostons, the tempe bowl, and uhh....i think the electric ballroom, but that's closed now for sure.
they have some weekly free paper like a city pages type thing, and it lists the shows near the back.
