For example, it isn't completely out of the question that they have the know-how necessary to make guns, but they haven't been invented for the simple fact that magic has more destructive potential (and can be manipulated for use by just about anyone).
However, hot and running water are more or less identical to modern workings - save that the boilers are either combustion or magic fueled - and have been long enough that most people will have possessed or experienced it.
Engines haven't been invented. Machines for travelling have yet to be invented (this includes, say, a bicycle). Since Ayenee is a fantasy world, though, there are probably many more beasts than the standard horse at a character's disposal (although this is the most common means of transportation over long distances).
Fashion is limited to natural textiles that do not require any special machinery to work (denim, for example, can't be created, although none of its materials are necessarily synthetic). The general fashion of the continent is rather conservative, too, but not so stuffy that no one would dream of anything but modesty. Rather, one may dress scantily; she (because this is usually a problem with females, although it does apply to men to an extent) just must do so with the express knowledge that it is going against the social norm and might not be well-regarded. For women, fashion in the league of dresses, long skirts and the like does seem to be preferred, but it isn't uncommon for a woman to be seen in a pair of trousers, especially when riding a beast. As for men, well, think 'modest' for them too; skin-tight clothing would probably get a few quizzical eyes.
Markedly modern drinks (such as soda) don't exist. Which brings me into the next part. . .
Ayenee Is Not Earth - This means that, as suggested by the last point, it will not carry things that have an Earth brand name, no matter how long the brand has existed.
Moreover, this means that your character [probably] can't be of an Earth nationality. Since, for example, Ireland (used because it offers the most trouble; I guess people just think the Irish are magical or something), is a place on Earth and not on Ayenee (which, in this case, is an entire world, not just a vague area), your character cannot realistically be Irish. If your character was Irish, it would be because he was born on Earth and, through some means or another, came to Ayenee.
If this happened, it wouldn't be a common occurrence (if it was, the world would begin to lose its identity, and that's no fun!), and the character would be extremely conscious of his displacement.
Even if your character isn't native, that doesn't mean he'll magically get a Coke if he asks for it at the bar. Regardless of where your character is from, Ayenee is a place that has its own era and its own geography. It doesn't change to suit people's desires.
General Etiquette - You can't kill the non-player tender. Not only is it a ridiculous thing to do out of character, the man just can't be killed. Any attacks would yield no result; his clothes might tear, for example, but his skin won't. All along it's been said this place - and its proprietor - is questionable, so this shouldn't come as a suprise.
The beams of this place are not exposed. There's nothing to jump up into--one would have to crash through the ceiling to do that, which of course would be conspicuous and completely contrary to the point of hiding there in the first place.
Similarly, the establishment is very well-lit. It is very clean, and any messes made by customers are promptly cleaned up. The doors do not squeak; they do not have rusty or weak hinges. The floors are clean; they aren't dusty, dirty, don't have spilled drink, blood, vomit, etc., on them. The bar is in a similarly clean state, as are tables, chairs, booths, etc.. Everything is very well-kept and pleasant.
Although I prefer the use of non-player characters (or NPCs) to be kept to an absolute minmum, if one must fill up the place a bit, please be aware that it is not extremely popular (I do try to run with how the room fared when there were still user rooms; I can count the number of times it was very occupied on my two hands, and that's in two and a half years or so of existing). Since it's a bit out of the way and not in the middle of town, it's more of a traveller's establishment than a drunk's; the inebriated and beligerent are probably in short supply.
To sum it up in a few words, The Bucket of Blood's name is supposed to be ironic, as it is actually one of the more pleasant places in Ayenee. Do NOT make the building or its patrons somehow disgusting, dark or unpleasant just because you'd rather play that way. A setting does not change for the tastes of anyone but its creator.