If you go to Zürich (about an hour on the train) you can go to Paddy Riley's (any tram to Paradeplatz then trams 2 or 9 to Silhstrasse, one stop)which is where the Zürich OSC meet.
If you stay in Zug Mr Pickwicks is probably the only game in town. You have to go out of the back entrance of the station, not towards the Metalli shopping centre, and you'll see it.