Hey! Have fun in Austin! Unfortunately, there's only one goth/industrial club in Austin. It's called Elysium. (http://www.elysiumonline.net/
The owner is real sweet, but the drinks are expensive, there's a cover charge, and parking is a *SERIOUS* PITA. Maybe I'm just picky because I've done most of my clubbing in Dallas and London. You can find guaranteed parking at the Convention Center parking garage at 5th and Trinity, but it's $7. Be careful where else you park because some of the areas aren't well marked and are tow-happy.
It's pretty disappointing as far as I'm concerned, but they've got a reasonable following on weekends, and you might enjoy it. The outfits are predictably lame. There's one room for music, so they constantly play to the center down tempo goth crowd and never really push the music as hard as I like for long enough to get any good dancing in.
On the other hand, if you're used to The Church in Dallas, the people who come in to Elysium are much nicer and may be able to point you in a better direction once you get in town. It's probably a good first stop to make some friends.
I don't know of any rock/psycho venues or shows either, mostly I just go to private parties. The club/bar scene in downtown Austin is a terrible shame. Honestly, I have more fun at the gay clubs with the crappy trash pop I can't stand than anything else.