A well-established venue famous for its perennial Sunday night headliner, Jay Leno, the Comedy & Magic Club is exactly what it claims to be: Nightly shows in the 250-seat main room feature an emcee, two warm-up comedians, a headlining comedian and a magician. The 18-and-over club opens an hour-and-a-half to two hours prior to the show on a first-come, first-seated basis that gets patrons in early and encourages them to order dinner—which might include a $10 Caesar salad, a $17 salmon or a $20.50 steak—though only two drinks are required. The cover charge varies depending on the headliner, so calling ahead is de rigeur. The club’s 90-person annex, The Lounge, is open every Friday night for “Live At The Lounge,” an acoustic show hosted by a comedian that f