One of the places I have maintained a connection to through all the years I've been living in this country is Bath Place Community Venture, located behind Comet. As a fourteen year old, I used to go to gigs there, seeing the likes of Chumbawumba (who played there in 1989) and a whole host of incredible local talent (recently I could mention Le Cod Afrique and Solar Rhythm).
Much more than just gigs, they also have a cheap cafe running every weekday lunchtime, and a host of other stuff - like a free yearly celebration of International Women's Day (this year, March 8th, event on March 9th).
Sadly, despite being an active community centre and a registered charity, it doesn't receive the support it deserves - the proprietor of the Moo bar, for example, refusing to put a poster up for the event. My conclusion - there's a lot to do in Leamington that costs nothing, or next to nothing, but the commercial character of the bar and club owners (e.g. Moo, Sugar) means that you really have to have your ear to the ground to get to know about these events.
Leamingtonians