My second time here, although my first experience was better. The bf and I got tix from the rewards center at the Rio. We were getting copies of our players cards to eat at the buffet, and when the lady found out it was my bday she gave us 2 tix to the comedy club that started at 9:30. That gave us time to eat and then head over to Ballys. FYI there is a shuttle from Rio to Bally's every hour so you could try and catch the shuttle if you don't want to drive. Anyways the comedy club is located on the 2nd floor of the casino. You could take the escalator up or they have an elevator.
For the most part, the acts were pretty funny. They had 4 guys come on, 3 openers and then the headliner. I didn't recognize any of their names, but some of them were on last comic standing. They change acts every week so you wont see the same people perform. I think you have to be 21+ to get in, I didn't see any kids there. They have a bar if you want to buy drinks, but they are expensive. 2 beers runs about $20. All in all, its a fun thing to do in Vegas if you have a couple hours to spare and want to laugh!