Blues is on the menu at the Egg tonight (Thursday) with the Robert Cray Band (7:30 PM, $29.50, 473-1845). . . . A bunch of local bands including Nine Votes Short, Mark Hecker and Last Exit will play Red Square tonight for the Bridging the Music showcase (8 PM, $8, 465-0444). . . . Metalcore mafia As I Lay Dying are at the Upstate Concert Hall tonight (7:30 PM, $25, 371-0012). . . . Walking X-Ray will celebrate the release of their new EP Password, along with Ben Karis-Nix, tomorrow (Friday) night at 51 3rd Street (9 PM, $5). . . . Joy Kills Sorrow head north to Caffe Lena on Friday (8 PM, $15, 583-0022). . . . He’s no longer a Felice Brother by definition but he’s still got the musical genetics. Simone Felice will play Club Helsinki on Friday (9 PM, $18, 828-4800). . . . Saratoga’s own Dao Jones will celebrate the release of his new CD Dao Era Friday at Putnam Den (9 PM, $5, 584-8066). . . . 40 Broadway Changed My Life… is the name of this Friday’s farewell party. If you feel similarly about the art space, check it out (7 PM). . . . The Big Takeover will take over Red Square yet again Friday night (8 PM, 465-0444). . . . It’s a classic Eighth Step double bill on Saturday with Patty Larkin and Rory Block (7:30 PM, $28-$35, 346-6204). . . . Spiritual Rez bring reggae to Putnam Den on Saturday (9 PM, $8, 584-8066). . . . Accomplished fiddler Natalie MacMaster returns to the Egg on Saturday (7:30 PM, $29.50, 473-1845). . . . Guthrie/Bell booking will celebrate the holidays on Saturday with a few of their favorites: Eastbound Jesus, School Bus Yellow and the Lucky Jukebox Brigade (9 PM, 462-9033). . . . Wreckless Eric and Amy Rigby are back in town on Saturday for a show at the Ale House (9 PM, $10, 272-9740).