Cabaret--An evening spent at a sophisticated cabaret just might be the quintessential New York night on the town. It isn't cheap: Covers can range from $10 to $60, depending on the showroom and the act, and also require two-drink or dinner-check minimums. Always reserve ahead, and get the complete lowdown when you do.

Stand-Up Comedy--Cover charges are generally in the $8 to $20 range, with all-star Carolines going as high as $30 on occasion. Many clubs also have a two-drink minimum. Be sure to ask about the night's cover when you make reservations, which are strongly recommended, especially on weekends.

You might also see who's taking the stage at Madison Square Garden's new laugh-a-minute offshoot, Comedy Garden, where even Robin Williams books in to hone his stand-up chops every once in awhile.