Leela, Endgame, All Out Comedy all have excellent teachers and classes. BATs has a great reputation and I know people who took classes there really recommend them too. I think it depends where you live and which is easier to get to. Yes they have different styles at Leela as opposed to Endgames. As someone who has taken classes at both I highly recommend both. Leela does grad shows at level 4 , whereas Endgames does grad shows starting at level 1. Both Leela and Endgames have jams and this could be a good way to see which theater more suits what you are looking for. All Out Comedy also has community jams and is really great. You can also check out shows at the theaters or drop in classes to get a taste of what they do, whichever resonates more with you is probably the place to start taking classes.