Turns out most political fundraising is done right there in the District within walking distance of the Capitol. This link has an interactive map which when you hover your mouse over various areas, you'll learn a place, how many fundraising parties have been held there, and by which party.There's also a list of the top ten places.
Number one with the most by far is the Capitol Hill Club for republicans. While they are way out in front in terms of numbers, a closer look at the list will show that democrats use many more venues.
I have to add that Dale is a member of the Capitol Hill Club, he (we) have been there many times not for fundraising parties but to sit and talk with members (mostly Lutherans) and some really nice lobbyists. heh. True that. They also have a partner agreement with St. Louis' Missouri Athletic Club so if you're a member of one you can go to the other.