Don't know about Zurich, But Luzern has a few venues that give local bands time, along with international acts. Check listings, don't know of regular events.
Schuur - One of the bigger venues, Usually more indie, and they sometimes do a local bands special night, with a bunch of bands.
Sedel - Usually more punk, also do special nights featuring local talent.
Bar 59 - Indie/Dance, and excellent local DJs.
Bruch Brothers - Local bands in pub on a weekly basis, and jam nights.
Madelaines - Blues night first Thursday of the Month with local musicians.
Bar 58 - Tiny bar that somehow occasionaly crams some musicians in there.
JazzKantine - Sometimes have acts from the music school next door.
I'm sure there are a few more, Luzern is excellent for live music, but we don't get the bigger international acts.
Also there are a lot of small festivals in summer all over switzerland featuring local bands and can be worth checking out. I quite like the B-Sides Festival.