The Robins secured a creditable goalless draw at St James' Park at the weekend, and McCombe insists he and his team-mates want more of the same in the future.
"Newcastle may be in the Championship, but they are a Premier League club in all but name," he told the Bristol Evening Post.
"Playing at St James' is as good as it gets in this league and it was a fantastic occasion.
"It makes you want more, and we're determined to play on the big stage every week. The only place to do that is in the Premier League and this game has given us an insight into what that could be like.
"It's what every player wants and it's what we're all working towards. The more places like Newcastle we can play at, the better."