Can't go wrong with the Adventure's Club, IMO. I haven't been to the Comedy Warehouse, so I don't know about that. In Orlando, on Church Street, there is the Improv (stand up comedy... I've seen Christopher Titus and John Heffron there recently), and it's 21 and up (except certain shows which are 18 and up). They serve food with the show. There is also SAKS Comedy Club in downtown Orlando which is improv comedy (think "Who's Line is it Anyway" from ABC). The Improv and SAKS are both great.