During my lengthy period of going to rock etc gigs, I always preferred the smaller venues, and wasn't really interested in the big, expensive gigs. The few times I went to really big gigs, I didn't enjoy it (Led Zep and Pink Floyd spring to mind). Along the same lines, I prefer to support smaller, local jazz clubs - ok, you may not get to see someone as renowned as Sanborn, but you can still get to see some plenty good musicians e.g. I've seen Simon Spillett a few times, and other equally good, if not famous, players such as Tommaso Starace (excellent alto player), Karen Sharp (lovely tenorist) etc. Even 'local' musicians who maybe have day-jobs too can be well worth a listen, and all these for usually well under a tenner.
These gigs may not be such an 'event' as something like Sanborn at Ronnie's, but if your expectations are not as high at a local club gig you can be blown away by something unexpectedly brilliant.
On the plus side, you could go and see Sanborn 8 times at 75 quid and still only spend as much as seeing Barbra Streisand once 😉
Cheers, Bob