You're here in September right?
Neal Brennan's performing 10/6-10/8 at Cobb's. Grabbed tix to that myself and on the off chance you'll still be here then, I strongly suggest you do the same. If not, at least it seems like comedy clubs are already announcing fall shows so you'll probably be able to plan in advance if you keep an eye on their announcements.
There's also some nice jazz clubs in SF if you guys don't feel like going to Oakland- SF Jazz is the obvious one (really cool space, great acoustics) but there's also some smaller cuttier ones like Black Cat.