I did catch them at the Warfield a few years back and they were a lot of fun. At times the audience was a bit chatty as though they were at an improv show which was a bit distracting. However, that came full circle when audience members blurted "Citizen Kane" during the Citizen Kane sketch and Foley and McDonald promptly (and jokingly) ended the sketch with "Is the correct answer!" and said goodnight.
i saw scott thompson alone at cobb's and, um, it was pretty interesting. he made some 9/11 jokes and people walked out. amazing. pretty sure they were live a few years back though, no?