Don't know what sort of insight you're looking for - about PI in general or about going alone? I go alone frequently, but I only attend the Adventurers Club and sometimes the Comedy Warehouse. The big difference structurally between the two is that the CW has consecutive shows - you wait in line outside to enter, see the show, and leave the building when it's over. If you want to see another, you line up again outside. The AC has continuous shows in different parts of the club and you don't have to leave the building in between them. There's also more of a bar atmosphere because you can remain in the salon between shows, where there's a lot of sitting around and talking. At CW you're there for the show and it's not really a socializing venue. I don't hesitate to attend either on my own.
