approaching venues

Can anyone give me some advice on approaching venues? I am producing a comedy revue that we are aiming to put on in September and need a venue, like a bar or something. I want to do a week in the inner city, somewhere licenced and somewhere CHEAP - most important. I have access to rigging and lights and techy stuff that i can bring in if not avaliable at the venue. Oh yeah, in Melbourne!
Any help would be great.
Cheers
Mike