Find the best choices for entertainment in San Diego! There's always new things to do in America's Finest City. Music, comedy, theater: There are so many choices in San Diego entertainment. Nightclubs in the Gaslamp Quarter feature a rich community of amateur musicians. The Comedy Store in La Jolla still showcases the best in stand-up while the National Comedy Theatre near Little Italy features improvisational and interactive shows for all ages. Theater-goers can also catch a classic or contemporary play year-round from Coronado to North County.