There are stacks of live comedy shows on around the UK and while Friday and Saturday nights are the most popular you will find shows running through the week in bigger cities. The Comedy Store and Laughing Horse have clubs in major cities across the UK. Expect to pay between £10-£20 for tickets, although you can usually find specials through sites like Groupon and Lastminute.com if you book in advance.
Smaller, independent venues tend to be cheaper. If you like stand-up checkout the TV shows Live at the Apollo and The Comedy Roadshow. You can get free tickets to see these and other TV shows live here.
For a good dose of stand-up comedy the Edinburgh Fringe Festival can’t be missed. It runs for most of August finishing up over the august bank holiay lon weekend.