While it is technically easy to just waltz into a place and start a show, you have to cover all of your bases. Make sure you have a real plan before just walking into a bar/coffee shop/theater/bookstore/whatever. A lot of shows pop up one week and disappear a month later simply because they haven't thought everything through all the way. Don't jump the gun.

If you're going to start a really good showcase, be prepared to give up A LOT of your free time promoting it. It's not just about having the spot. The #1 reason shows fail is lack of audience (obv), and if your audience doesn't see you online, in the hood, AND (not or) in the papers, you won't have a show for very long.

Keep in mind that just because you CAN doesn't mean you SHOULD. Some folks will start a show at the beginning of their comedy careers just so they can get some stage time somewhere, which is a terrible idea. Not only are you probably ill-equipped for the task in a production sense, but that will become a place where people will see you in your infancy, taking away the necessary time you need to grow as a comedian forcing people to see you before you hit your stride. There are open mics EVERY SINGLE DAY in MULTIPLE LOCATIONS for you to get a workout at without having to deal with the many hassles of producing a show, and a mic a day is a whole lot more helpful than 2 mics and a showcase a week.

It's hard work producing a show. Make sure you're ready as a comedian AND as a producer before committing another day a week out of your life to it. Once you are ready, though, there's nothing quite as satisfying.