Umbo (called Klubi before) is weird. It's incredibly hard to find this club at first. Nothing indicates it and it's a really small venue in a basement, playing music from absolutely all kinds (check their program) and with really cheap drinks. Everyone there's really laid-back and open-minded. Try to be as well!
For their eclectic selection of music, their cheap drinks. But the fact that it is one of the most alternative venues of Zürich alone should be a reason for you to visit it. Don't be scared if you smell drugs, it's perfectly logical there. Entry is usually free or really cheap, by paying you help this place to exist :)
The Club is facing some issues with the neighbours, so if you go there, be as quiet as possible outside and try to keep this tip for you ;)