Mumbai is one of my top 5 cities in the entire world. Have played many a show there. Definitely my favorite city in the whole of India.
If you're going out clubbing, go to Blue Frog. That place is happening. Google it for directions and info, it's a great club.
If you happen to go to any music stores make sure you BUY OUR ALBUM! It's called 53431. Black album cover with 53431 written on it.
Have fun!
EDIT - If you're after a more chilled out vibe, check out a place called Zenzi.
There's also a great futuristic Japanese style chillout bar/restaurant called Seijo & The Soul Dish. That place is funky, crazy and weird, and strangely enough we performed there, which was rather bizarre, but that's India for you. Defo worth checking out.