My family and I spontaneously came here for Moody McCarthey on a Friday night. As it so happens, Moody is from NYC, so we really loved his humor and jokes. I honestly couldn't tell if his overly-American jokes were funny to the locals. Do your research, I suppose.
Comedy Nest is deep inside a large, old hockey arena, so make sure to give yourself enough time to get there and get your seats. Also, the bathrooms are nowhere near the comedy club itself, so be prepared to exit the comedy club if you need to use the bathroom. It is an adventure.
It took through the 3 openers for someone to ask if we wanted something to drink. Small but fair beer options priced how you'd expect at a club (though perhaps not as atrocious as an American comedy club price).
Fun venue and a good time. We got a very fair price for the level of humor and amount of laughs we got that night.