I tried Advanced Custom Fields plugin. Didn't do anything for me. I saw the training video on their site. Not my cup of tea.
Then I installed "Types - Complete Solution for Custom Fields and Types"
It actually created a custom field in my game reviews-"venue" where I can add the venue...
see snapshot here: http://delhi-fun-dos.com/venue.jpg
The only hitch is it doesn't show in my review anywhere... neither on home page (Where ideally I'd like it) nor in the actual review page that comes after clicking the post title.
So now it seems all fine in backend there is nothing on site - on frontend