Used to go to the Grimsby jazz festival years ago. Sadly it finished and ended up at a holiday camp theatre in Cleethorpes. Now I think it has entirely gone. Despite the "Grimsby" tag there were some fantastic bands and very well known musicians from around the world. I particularly remember Arturo Sandoval, Stacey Kent, the Crusaders, London Gospel singers, who had the whole audience on their feet with stunning music. There were many others I can't recall now. It took place in a large tent which held a couple of thousand people, and for the headline acts would be packed. I don't know why it ended because for local jazz lovers it was a highlight of the year. For just over 40 quid for three days, Friday night through Sunday night, seven full sessions, it was a treat not to be missed.
I guess like any kind of music it is all about your different tastes. Jazz isn't a single genre, it has many styles, from early New Orleans jazz, swing, be bop, modern, fusion. Plus there are the jazz singers, Sinatra, Fitzgerald. The 1950s is often cited as the era when it reached its artistic peak. As a couple of posters have pointed out there are some great documentaries around. I guess the jazz innovators would include Duke Ellington, Billie Holiday, Ella Fitzgerald, Count Basie, Charlie Parker, Thelonious Monk, Dizzy Gillespie, Miles Davis, John Coltrane, Ornette Coleman, Charles Mingus. I would probably add Dave Brubeck simply because of his Take Five album. I also like Cannonball Adderley and Sonny Rollins. There is so much variation and I haven't even got into the 1970s and fusion. I also got into jazz in my more mature years, although the first jazz I heard as a 16/17 year old was the fusion album Bitches Brew by Miles Davis which at the time I found quite hard to get into.
you may find a better option maybe to put pins in your eyes? If not, certainly put them into your ears.
If you want something more Rock based with a jazz influence, try Physics House Band or Mouse on the Keys:
