It's going to be cold for awhile, and you shouldn't be outside. Stay inside listen to some music and ring in the New Year.
Maybe you've heard of Soul Asylum? If you have't, they are at First Ave on the 29th in the main room.
Night Moves is awesome. Check them out on the 30th at the Turf club starting at 8.
Last but not least, if you are looking to ring in the new year all whilst having your face melted. Minneapolis own Eternal Voyager is part of a Metal show at Cabooze. Door at 5:30 show starts at 6 on the 31st.