I always enjoy a good comedy club and though I'm a loyal Helium fan, I gotta give props to the Improv near Pittsburgh. They chose a great location, with surrounding restaurants of all genres and fun bars and shopping.
We bought tickets to see a comedian I had never heard of (he was decent) for $25 each with a two item purchase minimum. I really dislike that rule but you can't really get around it.
The only thing I didn't like, aka hated, was having to wait in line outside before the show started. It was freeeeezing! They should put heaters outside. seriously.