A quick wee post to expand on my earlier comments about Knightly Gaming in Lanark. The shop has a good few tables and has a wargaming night on a Thursday from 5pm. I also attend the roleplay game night on Mondays. I believe they also run board game nights on Wednesday and ccg/card game nights on Friday.
As the shop has space and is a handy venue, I can be found there most Thursday nights and hopefully get some mid week games in!