Last night, I went down to the city to see "Asscat 3000" at the Uprights Citizens Brigade Theatre.
http://www.ucbtheatre.com/ny/
It's a longform improv comedy show. They take a single word suggested by the audience, and have a guest tell a story based on that word. Then, the cast transforms that into several hilarious laugh out loud sketches.
The theatre is very small, and you are basically sitting right on the stage. Last night, the cast included several noteable comedians from TV shows such as the Daily Show and 30 Rock. And cast regular, Amy Poehler, from Saturday Night Live, was there too (and literally like a foot away from myself and Kristen). The cast changes week to week, and usually always includes cast members from SNL, the Daily Show, The Steven Colbert Report, 30 Rock, Conan O'Brien, etc. Since it's improv, the sketches are never the same and you never know what's going to happnen or whos going to be there.
The ticket price for the 7:30 pm show is only $8. And the 9:30 show.....free The UCB theatre is at 26th & 8th. (It's always every Sunday night, except for next week Nov 12th which is a special benefit show)
There are also different improv shows there seven nights a week, check out the link above for more details.
A really good time, I highly reccomend this to anyone looking for a fun night out.