There's the House of Rock on Orchard. Or if you're into the dark stuff and ebm, there's the SDAM (Singapore Dark Alternative Movement) who meet up at a club near Clarke Quay and get together at other locations around SG (SDAM in it's full name is on Google).
I've been to both clubs/gatherings and prefer the latter. House of Rock I'm afraid should really have a 'C' rather than an 'R', as it was quite obviously a place to pick-up working girls and the music wasn't great!!
Sthg to note: Neither of these places/set-ups are as good as the alternative clubs I used to go to in Southampton... Singapore doesn't quite know how to do alternative that well. But good enough if you're missing the scene badly!
Hope this helps!
Jo