Thessaloniki Concert Hall sits on the waterfront east of the centre, away from the Roman, Byzantine, and Ottoman layers that dominate most sightseeing. Its halls host classical music, dance, conferences, and festival events, so it is one of the better places to check if you want an evening programme with a local audience.
The location also makes it a useful end point for a long seafront walk. Come for a performance if the schedule fits; otherwise, treat the building as a marker of modern Thessaloniki spreading along the bay beyond the White Tower.