One of the nicest comedy clubs in Southern California is The Comedy and Magic Club, which is located in Hermosa Beach. That is not as far from Los Angeles as it sounds — about ten minutes south of LAX. The parking sometimes sucks but otherwise, it's a very nice room that often has top comedians in it. Most Sunday nights, Jay Leno — who obviously needs the work — is the headliner. He does maybe ten minutes of testing jokes he may or may not use on upcoming Tonight Shows but the rest of the hour-or-so is basically the same show he does in Vegas or in other top venues for around $75 a ticket. At The Comedy and Magic Club, it's around $20 and a more intimate, family-friendly setting. A lot of comedians like the place because unlike The Comedy Store, Improv or Laugh Factory, it doesn't draw an "industry crowd." The audiences are a little more typical of Real America.
If you live near enough to go there, you might want to visit their website and sign up for e-mail alerts. Every so often, when business seems slow, they send out last-minute invites to come see that evening's show for free if you just pay the two-drink minimum. I got one yesterday and didn't go. Turns out, they had a surprise guest: Jerry Seinfeld, rehearsing the set he's going to do on The Tonight Show tonight. How often can one see Jerry Seinfeld at those prices?