The Library Bar
The Library Bar in the Warwick Melrose Hotel on Oak Lawn is a great spot for a 30th birthday celebration. They're open till 2 am on Friday and Sat and they have live music almost everyday, with a variety of piano, jazz, and old school vibe music throughout the week.
It's a little pricey because you'll probably have to pay for the valet/parking and the drinks are kind of pricey, but you only turn 30 once!