Cheaper Than Therapy Comedy brings live stand-up to San Francisco’s historic Shelton Theater in the heart of Union Square. Each show features five to six hand-picked, experienced comedians and occasional guest drop-ins. Doors open at 7pm with the bar, check-in at the box office by 7:30pm, and the show starts at 7:45pm. Last seating is 8:05pm. The theater has a full bar with no drink minimum, and the show wraps by 9:15pm.