My favorite live comedy set ever was when Louis CK did a show in Brooklyn, for $10 a seat, and brought his notepad of jokes on stage to read from. It was actually funnier than when I saw his polished show at an actual theater. He really is a fine example of non-zero-sum entrepreneurship, where giving away his material (well, for a very discounted price) benefits both his fans and his professional development.

edit: as I recall, the demand for tickets was so great it crashed the bar's website. So Louis added a third show that night to accommodate as many people as possible.