It's common knowledge among Amsterdammers that the dreamily named Melkweg (Milky Way) is one of the best venues for music and entertainment in the city. Located just off the ever-bustling Leidseplein, Melkweg hosts anything from big-name artists like Rene Rapp or Maribou State to their weekly Techno Tuesdays, perfect for music lovers looking for a weekday rave.