The Village Vanguard
Jazz is always cool. It has an innate tone of appropriation, which your pretentious date will love both to indulge and dissect. The club has a long history of "pedigree," which your date can pretend to know, and it was founded in 1935, every sad boy's favorite decade ("you know, I just really feel like the great depression led to a surge of creativity").
[Photo via @gsbhighway]