I am not a "club" person, never have been. We love going to Adventurers Club and the Comedy Warehouse (they are across from each other). The Comedy Warehouse is improve, like Whose Line is it Anyway with Drew Carey. We always have fun there. Adventurers Club has character entertainers who are themed to the setting who put on little shows throughout the evening and then a big grand finale at the end of the night. We really enjoy just going there to relax (it is usually a quiter setting). Here are the schedules for show times (obviously they could change so check before you go) and the "Disney write up of the locations":
Adventurers Club: 8:15, 8:55, 9:45, 10:25, 11:05pm, 12:10 & 12:40am
Interactive comedy with a cast of zany characters set in a 1930's explorers club. You're right in the middle of the fun as the show happens all around you. Chat with a talking mask, wonder at the floating Genie head or maybe see one of the shows in the Library. There's always something-different happening - Kungaloosh
Comedy Warehouse:
Sunday-Wednesday at 8:20, 9:15, 10:30pm and 12:00am
Thursday-Saturday at 8:20, 9:15, 10:30pm, 12:00am and 1:00am
A warehouse where the tin roof rattles with laughter. The Comedy Warehouse is the stage for some of today's best improv comedians. The warehouse was home to E! Entertainment Television's "Stand-Up/Sit Down Comedy Show," starring Robert Klein. Nightly, the "Who, What and Warehouse" players deliver some of the best improvisational comedy anywhere.