The Kates.

If you are in Chicago, you must attend The Kates at some point -- it's an all-girl stand-up comedy extravaganza. I've been to plenty of terrible comedy shows in this improv laden metropolis, but this one night doesn't disappoint. It probably helps that it is held in the wonderful Book Cellar, a cozy shop that combines three of my favorite things: books, drinks, and grilled cheese sandwiches. Add in a few talented ladies [like the charming Anna Lucero, below], and you have the ingredients for a fantastic night out.