Visit PF and scroll towards the bottom, where they are advertising in the "Other' category. There are clubs and venues advertising on their World (server) city-state (Limsa Ul'dah, Gridania, Kugane) ward and plot numbers so that you can locate them. There are many that play music and are a great place to meet new people. Many of them are highly professional and have staff that will speak to you.
I've never had a RP at least i dont think I have, but maybe gaining some character by being in a club/bar with drinks ordered and gambling with the bartender . But you can enter and not speak to anyone, and simply soak it all in ! I'm doing that tonight , imma hop servers and then check to see if I can find the perfect concert or some other event.