I'm new to Cheltenham, anyone know the best places to go?

Answer 1

Have a look at Knowhere - this is a website where locals give their comments about different aspects of their town/city. One category of interest to you will be: Going Out (Clubs, Music Venues, Cinemas).

There never seems to be uninamity of views, and some of the comments may not be that recent (and so outdated), but I hope it helps.