Bill Murray, Stephen Colbert, Tina Fey and more honed their wit at this slick venue with nightly shows. 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 Monday through Thursday (or 1am Saturday or 9pm Sunday) you can watch a free improv set.
The lounge-y, light-bulb-dotted bar-restaurant on-site provides pre- and postshow nourishment. Weekend shows sell out fast; buy tickets a few weeks in advance.