This article is from the The Complete Guide To Hack Stand-Up Comedy, by Steven Rosenthal and Steve Silberberg (firstname.lastname@example.org) with numerous contributions by others.
It doesn't take much Show-Business savvy to realize that one should close
big. That means saving your best joke, or most "Performance-heavy" joke for
the last. However, a lot of comics see this as a time to break out all the
bells and whistles (the props, the unicycle, the Elvis jumpsuit, the
trained monkey act, etc. etc.) Don't rely on some big extravagant wacky
thing to get an applause break to leave on. The audience came to the club
to watch something humorous, not a rap song, a guitar solo, a balancing act
or a sappy story about how your grandfather just died. You're a comic.
Please close with something funny.