Bill Murray, Stephen Colbert, Tina Fey and more honed their wit at this slick venue where shows take place nightly. The Mainstage and ETC stage host sketch revues (with an improv scene thrown in); they're similar in price and quality. If you turn up around 10pm (on any night except Friday and Saturday) you can have yourself a bargain and watch the comics improv a set for free.
The lounge-y, light-bulb-dotted bar-restaurant on-site provides pre- and post-show nourishment. Weekend shows sell out fast; buy tickets a few weeks in advance.