Laughing Skull Lounge

Laughing Skull Lounge is the smallest full-time comedy club in the world and just so happens to be next door to The Vortex, which has some of the best burgers in town. It frequently hosts well-known acts like Chris Rock and Margaret Cho, and even has tapings for Comedy Central. You can also check out up-and-coming acts at their open mic nights. Tickets are usually less than $20, so it makes for a cheap and hilarious night out.