Sherita Perez solo. Free show. The best concerts in Brenham, TX are at The Southern Folly, the city's newest destination for live music downtown. The Southern Folly features national and regional artists performing on two stages for an unforgettable Brenham nightlife experience. This state-of-the-art venue is home to some of the best live music Brenham, TX offers, so come ready to turn the energy up!