Theatresports runs Saturdays at 8, Sundays at 7 and Mondays at 8 at Theatre Theater on Cahuenga north of Hollywood Blvd. in Hollywood. Call (213) 469-9689 for more details.
Also check out UpFront Comedy at 123 Broadway in Santa Monica. Phone is (310) 319-3477. Best nights are Thursday, Friday and Saturday:
Thursday 8:00 - The Spolin Players and The Second City Alumni "Harold" (long-form) - you may see some familiar faces in this show, and at any rate some very funny people.
Friday 8:00 - Lewis & Clark, Goddammit! - Episode 2 of 6-part historical comedy adventure (in a sort of Blackadder vein). Followed by LA's longest running improv group, OFF THE WALL, who recently moved to UpFront after almost 20 years at the Improv. Followed by Bucket o' Snakes (Second City Alums in scenes & games) and Larsen, Masterson & Stiles (yes, Ryan Stiles, when he's in town) in a long form. Then around 10:30 it's The Deadpanhandlers in "The Curse of the Golden Hat Show" - excellent sketch show with music.
Saturdays start with Ovaryaction (all-women improv), then The Postmodernaires - original members of Second City and Compass - i.e. the people who have been doing this stuff for 30 years (I didn't want to get into name dropping, but these include Paul Dooley and Richard Libertini more often than not). Then its a really unique wacky bunch called the Transformers who are a big favorite, and then a completely different show called That Jeff Garlin Thing, in which Jeff and two different comics each week perform a sort of round-robin of improvised monologs.