Stewart Lee is in Eeyorish mood. The BBC have not yet got round to recommissioning his acclaimed television show. They have been more bountiful, he grumbles, with Russell Howard, and you can hear the older man’s withering scorn for the younger, blonder cherub contractually obliged never to step away from the cameras. On the plus side, he is in residence at this cosy but capacious theatre until February, a booking that only the promise of television audiences can gift.

In an age when comics are doing shows with theatrical content or presented with a degree of technological sophistication, and they appear on stage expensively coiffed and suited, it's refreshing to spend an evening in Sarah Millican's company, whose show at times feels like we're having a chat over the garden wall. It's also pleasing that someone who just a few years ago was a jobbing club comic is now enjoying the sort of success her talent so richly deserves.

After a busy few years away from stand-up – although never off our film and television screens – Omid Djalili bounds back on stage for his new show, Tour of Duty, and as one of our more intelligent and thoughtful comics, he's welcome back. The show, which I saw at the New Victoria Theatre in Woking, has a high political content and much to recommend it, even if at times it feels like a work-in-progress.

There's nothing like winning a gong to rock your world. Last August, Russell Kane won the prestigious Edinburgh Comedy Award for his Fringe show and his level of celebrity skyrocketed. But within a few months his marriage broke down - and the resulting introspection provided the starting point for a very fine show, Manscaping, which I saw at the Palace Theatre in Westcliff-on-Sea.

Following a rejuvenating foray back to his one-man-with-a-mike stand-up roots throughout 2009 and 2010, this summer Dave Gorman returned to the Edinburgh Fringe after an eight-year absence to launch Dave Gorman's PowerPoint Presentation. The man who invented the genre of data-heavy, technology-based interactive comedy with Are You Dave Gorman? and Googlewhack Adventure once again found a haven in the Apple Mac and comedy pie chart; could we have been forgiven for thinking that he was playing it just a little safe?

Angie Le Mar, who recently celebrated 25 years in showbusiness, has certainly packed a lot into her life; she's a comic, writer, director, radio presenter and producer, and now has written and performs In My Shoes, her new one-woman show (directed by Femi Elufowoju), a collection of six interwoven characters. It follows her first stage outing, as the writer of Do You Know Where Your Daughter Is?, a thought-provoking account of the sexual and domestic abuse of young women.

Clowning, despite its association with great funnymen such as Joseph Grimaldi and Charlie Chaplin, has always had a dark underside of melancholy or even menace. More latterly it has been thought of in terms of “low” arts such as circus and street theatre, and so it perhaps shouldn't come as a surprise that fear of clowns, coulrophobia, is in the Top 10 list of phobias, up there with spiders, enclosed spaces and vomiting.

The people behind ITV's Show Me the Funny – a sort of X Factor for comics – have, as part of the prize for those who reached last month's final, launched a short UK tour for its winner, Patrick Monahan, and the two runners-up, Tiffany Stevenson and Dan Mitchell. It may be that this show, which I saw at the Bloomsbury Theatre in London, suffered from being filmed for the DVD (to be released in November) but by golly was it long, boring and, for the most part, laughter-free.

It has been four years since Alan Carr toured with a live show, and he's been much missed from the circuit. From his first appearances at the Edinburgh Fringe when he entertained audiences with tales of his past life as a call-centre worker and being the woefully non-sporty son of a football-manager father, he was destined for stardom.