As was mentioned, the Clubs close Sept. 27 so this only applies if your trip is before then.
The PI clubs are included in the Plus options. I don't think the single club charge is available for the two comedy clubs, only the dance clubs (unless they recently changed it) - but that shouldn't matter since you have the Plus option.
One thing to keep in mind if you havent seen been to the Clubs before. . . The Comedy Warehouse and Adventurers Club each have a series of shows throughout the evening. I think that the Comedy Warehouse show schedule is posted outside the Club. The Adventurers Club has the show schedules posted inside the Club at the doors to the rooms where the shows happen. I always try to get there soon after they open to see what times the shows are that I want to see. There's a brief description of each of the shows in the site in my sig if you want more info. Have fun!