Are there any bars that have jam sessions (folk/blues)?
You can usually find these in the What's On section on this site. Just keep your eye out for them as various events are being added all the time.
there are loads of places. Bourbon Street, for 1 ....get a free copy of the Stun. Most advertise in there.
I've been to some good gigs at Cafe Candela - http://www.partycafecandela.nl/