The Palais de la Culture is Bamako's main venue for concerts, theatre, dance, and cultural events. If you are going to hear live Malian music — and you should — this is the most reliable place to find it in a proper setting. The programme varies, but traditional Mande music, kora performances, and visiting artists from across West Africa appear regularly.
The building, set on the south bank of the Niger near the King Fahd Bridge, also houses exhibition spaces with rotating displays of Malian art and craft. The bookshop inside the lobby sometimes has titles on Malian history and culture in French — rare enough to be worth checking. Check local listings or ask at your hotel for the current programme; major events can draw large crowds and sell out.