No mention of the Joiner's Arms in St.Mary's yet.
Possibly the best small venue in the country!
Southampton also plays host to Talking Heads, Hampton's and a number of other decent little venues and has always punched way above it's weight in terms of gigs. There's a new venue opening too, I forget what it's called, but I'm going on the opening night to watch Against Me co-headline with **** Up.
Easy to get to the Wedgwood Rooms in Portsmouth too if a tour slips through the net.
I used to go there a lot to skate and shop at Off-Beat (R.I.P). Reskue is the best skate shop by a million miles, The Hub is good for bikes and the city centre has all of the usual shops plus the giant West Quay development which has a branch of Krispy Kreme.
I find Southampton a little soulless on the whole, but it's in a good location.