The Vagabond is a classic joint right next to the West Exit of Shinjuku station. I think the review from the Japan Times in 2002 pretty much says it all. Have a drink downstairs to start, then head up for some food when the live music starts. Lots of good pictures on the website.
Station: Shinjuku-JR (many) /Marunouchi/Oedo/Keio/Odakyu Lines
Exit: West Exit
Distance from station: 2 minutes
Very easy to find from Shinjuku station West Exit.