The best advice I can give you is to talk to Pieter Diepenmaat. He has just returned to the Netherldands from a graduation project in Bristol and is an absolute expert on music.
You can send him an email at pieter at pieterdiepenmaat dot nl

Just tell him I sent you.

i live in bristol and all i ave to say is it rocks if you come here you’ll ave the time of your life thers lots of cinemas and great shopping

Which uni will you be going to? the two unis both have their own accomodation offices who will help you out. either with postgrad halls or with private landlords who they’re happy for students to deal with. The prices tend to be on a Par with the rest of the UK so if somewhere seems outrageously expensive it probably is. I’m enjoying my first year at UWE in private accomodation, but i got lucky as i started late but landed on my feet.
Only places i know that have live bands are the academy and Colston Hall. the academy is overpriced on the bar, but a decent sized venue. I’ve not been to Colston Hall yet. I hope there are some underground venues, just haven’t found them yet.