Royal Albert Hall
Undoubtably an impressive venue, but perhaps not really suited to rock concerts. It's just too spacious, there's no booze or fags to provide the requisite smog and slippery floor, and the sound just drifts off into the ether, by-passing those standing in the stalls.
It's probably great for classical concerts and stuff, but as an indie/rock venue, it doesn't really work (although Belle and Sebastian should be commended for giving it a good shot). A bit pricey, too.

Kensington Gore, SW7
020 7589 8212
Nearest Tube: South Kensington / Knightsbridge