Well the Minack it is then Richard - my there's a feckin' echo around here
Couple of others that are really good
O2 in Boscombe ( Bournemouth) - I know it sounds like a shit hole but it's a proper old Victorian hall with domed ceiling and tight stage - it's standing only with a bar all the way down one side. Holds about 600 I'd say. Saw Robert Plant & the space shifters there a few months back
Cadogan Hall just off Sloane Square - if the Roundhouse is busy
Union Chapel Islington - another fab spot
Cheese & Grain in Frome Somerset is also a great rural cowshed that generates a superb atmosphere and you can have a dance if you want
The Daffodil in Cheltenham is an art-deco small old picture house, operates as a restaurant but has live music during Cheltenham Jazz Festival
The Komedia in Bath probably only holds 500 but is an atmospheric club-style venue
My "local" favourite is Portsmouth Guildhall - old fashioned concert hall with great acoustics. Seated in a horse-shoe balcony upstairs, and standing downstairs with a few tiered seats at the back. About 75 mins from home, good night out and can be back without being knackered for work next day. Going to see Bryan Ferry there on Thursday.
Further afield The Stone Pony in Asbury Park, NJ would be a belter