It's quite hard to think of places where a group of musicians would take people by surprise. A busy beach in high summer might be interesting to watch, especially if everyone was just there scattered around sunbathing to start with. Middle of the night in Soho. One of those vast undercover specialist meat markets. A cathedral would be great but there's the officious people problem same as with art galleries and museums. Gatecrash something like a skateboarding festival..