Recording yourself

Unless you're doing the same set over and over, I highly recommend recording your sets. You probably put a significant amount of time into writing your jokes, mashing them together and performing them all on stage. Why not go an extra step and record your performance in audio? This is especially useful if you improvise on stage, since you may forget what you came up with as soon as you said it. Recording yourself not only tells you which jokes worked, but over time you will be able to hear progress in your performances. Hopefully. There's no need to spend a lot of money, you can get a decent audio recorder under $100. I recommend a digital one, so you can copy over your sets right onto the computer. That way everything you say on stage is always with you. Otherwise, once it is gone, it is gone forever.