That is definitely something you need to do.
I've been to a lot of high end comedy shows and enjoyed them all, but maybe the one that I'll remember the most was one years ago. Unfortunately the name of the comic escapes me today, but he'd had a special on Showtime and was a recognizable name.
Before his show started, they had some local up and coming comic come out and do a half hour bit. It wasn't like he was terrible, but it was obvious that he lacked a lot of experience. There were two couples off to the side of the stage, and the two guys started in on this comic ten minutes into his show. It really threw the guy off, and he never really recovered. Of course the two idiots got some chuckles from the audience, so they were pretty proud.
Then the main act came out. Fifteen minutes in they started heckling the pro. Big mistake. At first the comic just made a little insult joke back that was pretty funny, but when they persisted, he opened up on them. After about four minutes of the most hilarious gutting of two human beings that you'll ever see, one of the women at the table stood up and looked at the two clowns and shouted, "will you two just shut up." I don't think she liked what was being publicly said about her by the comic.
That demonstrated to me a significant difference between a professional and amateur comic.