Red Rooster is my favorite spot in Winston. The club offers dancing both country and college, live music and DJs, large open dance floor and vip rooms, and of course pool tables and the bull. I am not a huge country fan but Red Rooster hits the spot.
Dress Code: None
The Speak Easy on 4th, across from the Stevens Ctr, is a great place for local jazz. They also offer latin dance lessons on Tuesdays for free. Heidi also makes a mean martini.
Thea's House of Blues (its either on Liberty or on Trade St., I can't remember) is good for blues, but it tends to be rather smoky and stale thanks to very poor ventilation.
The Garage at 7th and Trade is great for alternative music -- great local bands. Also tends to be a bit smoky at times but not as overwhelming as Thea's.
Dress Code: Decent attire.