Unless it's changed, Thursday night is CM night. And of course, Memorial Day night should be hopping, as well as Sunday night before MD. So the question becomes, "what are you looking for?" If your goal is a quiet time with fewer people, then Wednesday night would be your best bet, although I imagine things will cool off Tuesday, too.
But if you're looking for crowded bars with a more festive atmosphere, Thursday's are always good, and Sunday and Monday night that week will have a Marti Gras atmosphere. In other words, the crowds will be enormous Sunday and Monday, much lighter Tuesday and Wednesday, and increased again in size due to CM night on Thursday. And if you like crowds, CM night is always a hoot.
The Jazz Club is a nice place. Kind of understated (compared to places like 8 Trax and Maniquins). Good jazz.
Pat