Possible Clues:

• Ball, rarely loath to dance, is a capital entertainer
• Domed building in London, opened in 1871
• Boy, there's some warbling around about the place close to memorial!
• A ballet or rally arranged to include hot musical venue
• Four or five men left in the concert venue
• See 12
• London landmark, on Kensington Gore
• 9/15/63 site of the only concert including both the Beatles and the Rolling Stones
• London landmark
• Hear all-Tory ball is set for London venue