Cheaper Than Therapy offers live stand-up comedy year-round at the historic Shelton Theater in Union Square. Each show features five to six hand-picked, experienced comedians and occasional guest drop-ins. Arrive by 7:30pm to check in. The bar opens at 7pm, shows start at 7:45pm, and last seating is at 8:05pm. The theater has a full bar with no drink minimum. Shows wrap by 9:15pm.