Is as good a venue as anywhere else, but comedy clubs tend to be social, in that people tend to go in groups, you're not going to find lone females. Another aspect that might help you, again this does depend on the venue, is that they are often table based...so a group will have a table, and if you're there on your own, or with one other person, you'll end up on a table with another group so if there is someone you like the look of it is easy to start a conversation with them as you can ask if they like the act, what other comics they like, you can talk about a joke you saw them laugh etc etc, and also observe to see if they seem to be in a relationship with anyone else in their group.