"Comedy Club" brings to mind the one or two-man stand-up show types, not the top rung stars like Ron White (is he still alive?), Ray Romano, Carrot Top, etc. But I admit not having been to one in years. IMO even the least of those were entertaining if not belly-laugh funny. Harrah's used to have good ones, most often nobody you'd ever heard of doing the stand-up, but low price and well worth the time. Tip the guy at the door a $10 and you'd get a better seat. ( As for Harrah's, I wouldn't be surprised if "Defending the Caveman" put their comedy club out of business...the only really lame/awful one I ever saw. LOL, and JMHO.)
Today I have no idea where any are playing like in the 'old days.' Brad Garrett (of "Everybody Loves Raymond") had a comedy club a few years back (MGM? Trop?) and I intended to try to catch a show when he would be doing the act but never made it. Not sure if he or his cc are still in action.
Candy