o'malleys is having a comedy night on nov 13th and 14th, unfortunately their website is not very good, and you tend to find out about their comedy nights by other websites (
www.cityweekend.com.cn,
www.smartshanghai.com,
www.urbanatomy.com). They usually have the comedy every 3 or 4 months, not cheap 325rmb per ticket, but the comedians are usually pretty good.
there is also
www.chopschticks.com, but I've never been to any of theirs.
City Diner on Tongren Lu used to do a Jive class on a Sat afternoon, but that was last year, no idea if still going. There are several salsa classes, I know Mural does one, I think on a Monday night. I also know of a Tango club called Tangobang in Pudong.
Just go onto the websites I mentioned, type in Salsa or Jive or dance or comedy into the search fields and the info will be there for you.
badger