Pick up a copy of Inpress, the free street paper to get the weeks gig guide. Regular venues include The Arthouse, The Tote, The Espy,The Greenroom and occasionally DV8 has some good gigs on among the Nu-metal.
If you want to see a good Death/Black metal gig, rock up to the Greenroom on the 4th of June to see Accursed,Veil of Anguish,Black Bile and Notherealm. The next night is Naxzul, so no excuses for missing that one.
All of those venues, except maybe DV8 (which is a "Nightclub"), have different clientelle depending who is playing, so just keep an eye on the gig listings. Its rare to see overt Agro in Melbourne, although a degree of reservation is common among DEath and Black Metal fans everywhere.But if you're not being a fuckhead and start up a conversation most folk are pretty cool.