I've always been impressed with the number of really funny comedians of all persuasions that play gigs here. Yes, as others say, some of the comedians don't get as positive an audience reaction as others. But I think that has to be the case. It sure is on Comedy Central's various stand-up comedy shows. The required purchases aren't a problem because the comedy club does a good job of providing food/drink that you're likely to enjoy.
I've always been impressed