Every Thursday there is a Qawwali Music Performance at the Shrine of Data Sahib, starting around 3 pm.

Data Darbar has a website! http://www.dataganjbakhsh.com/

More info here: http://en.wikipedia.org/wiki/Data_Durbar_Complex

Sufi Dhol is not only at Shah Jamal. At Madhu Lal Hussain in Baghbanpura (close to Shalimar Gardens) you can hear dhol beats and nice ghazal singing from 5 pm until late in the morning.

Reminder for Sufi Enthusiasts: Each Thursday there is a music and dance performance at the Shrine of Baba Shah Jamal. The music usually starts around eleven o'clock upstairs with Gonga and Mitou Saeen (picture) and 'round midnight downstairs with the performance of Pappoo Saeen and Joora Saeen. The dancing usually takes place around 1:30 AM.

Here's a Lahore blog entry and a Video describing the aura and feel of the event!