In all the years I've seen GT&D I can't remember every seeing them at an actual drinking establishment. The closest is probably Ground Zero Blues Club or House of Blues venues.
Other places I've seen them:
state fairs
county fairs
motorcycle rallys
sports arenas
parking lots
casinoes
under the Gateway Arch by the Mississippi River
Outdoor music ampitheaters -including piers and gardens and festivals
Indoor theaters and auditoriums - old, new, restored and original
Next will be shallow, centerfield at a MLB ballpark.

Anybody got a favorite place they've seen the Destroyers?

Someone reminded me I did go to the Wildhorse Saloon

and a zoo too.